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.
Supplementary materials are available in addition to this article. It can be downloaded at RJ-2020-021.zip
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For attribution, please cite this work as
Bischoff & Rodrigues, "tsmp: An R Package for Time Series with Matrix Profile", The R Journal, 2020
BibTeX citation
@article{RJ-2020-021,
author = {Bischoff, Francisco and Rodrigues, Pedro Pereira},
title = {tsmp: An R Package for Time Series with Matrix Profile},
journal = {The R Journal},
year = {2020},
note = {https://doi.org/10.32614/RJ-2020-021},
doi = {10.32614/RJ-2020-021},
volume = {12},
issue = {1},
issn = {2073-4859},
pages = {76-86}
}