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.