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arXiv · 1904.12626

tsmp: An R Package for Time Series with Matrix Profile

Francisco Bischoff·Pedro Pereira Rodrigues
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Abstract

This article describes tsmp, an R package that implements the matrix profile concept for time series. The tsmp package is a toolkit that allows all-pairs similarity joins, motif, discords and chains discovery, semantic segmentation, etc. Here we describe how the tsmp package may be used by showing some of the use-cases from the original articles and evaluate the algorithm speed in the R environment. This package can be downloaded at https://CRAN.R-project.org/package=tsmp.

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Francisco Bischoff, Pedro Pereira Rodrigues. 2019-04-18. tsmp: An R Package for Time Series with Matrix Profile. https://doi.org/10.32614/rj-2020-021

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