The R Journal: article published in 2020, volume 12:1

tsmp: An R Package for Time Series with Matrix Profile PDF download
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

Received: 2019-01-04; online 2020-09-10
CRAN packages: tsmp

CC BY 4.0
This article is licensed under a Creative Commons Attribution 4.0 International license.

  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 = {},
  pages = {76--86},
  volume = {12},
  number = {1}