tsmp: An R Package for Time Series with Matrix Profile
Francisco Bischoff and Pedro Pereira Rodrigues
, The R Journal (2020) 12:1, pages 76-86.
Abstract This article describes tsmp, an R package that implements the MP concept for TS. 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.
Received: 2019-01-04; online 2020-09-10@article{RJ-2020-021, author = {Francisco Bischoff and Pedro Pereira Rodrigues}, title = {{tsmp: An R Package for Time Series with Matrix Profile}}, year = {2020}, journal = {{The R Journal}}, doi = {10.32614/RJ-2020-021}, url = {https://doi.org/10.32614/RJ-2020-021}, pages = {76--86}, volume = {12}, number = {1} }