tsmp: An R Package for Time Series with Matrix Profile

Authors

Francisco Bischoff, Faculty of Medicine of the University of Porto
Pedro Pereira Rodriques, Faculty of Medicine of the University of Porto

Date of this Version

6-2020

Document Type

Article

Citation

The R Journal (June 2020) 12(1); Editor: Michael J. Kane

Comments

Copyright 2020, The R Foundation. Open access material. License: CC BY 4.0 International

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.