Time Series Introduction with R codes

1 What is a Time Series A set of observed values ordered in time, or we can say, repeated measurement of something usually with the same fixed interval of time (hourly, weekly, monthly). A collection of observations made sequentially in time[1]. If the variable we are measuring is a count variable, we may have a Poisson Time Series (that is for later). A time series \(T \in \mathbb{R}^n\) is a sequence of real-valued numbers \(t_i \in \mathbb{R} : T=[t_1,t_2,\dots,t_n]\) where \(n\) is the length of \(T\).

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Presenting 'matrixprofiler' a fast Matrix Profile implementation in R

img { display: block; margin-left: auto; margin-right: auto; } It took some time, as you can see in the previous post, but the matrixprofiler package is done! What does this mean? The UCR Matrix Pofile is growing, undoubtedly, and the tsmp package is getting almost 700 downloads per month. We decided that we needed to separate the core from the practical usage of Matrix Profile. So the matrixprofiler package has been born and is focused on having the low-level code (C/C++), for speed and robustness.

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Using RStudio with Github Classroom - long version

img { display: block; margin-left: auto; margin-right: auto; } In March, 12th, Github has launched the Github Classroom platform. TL; DR, click here. Disclaimer: Everything I say here is only my opinion, and some better solution may exist that I could not find yet. Here is the long story: Classroom For those that want to know more about the capabilities of Github Classroom, I recommend you start here.

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Recent publications

  • (2020) MPA a novel cross-language API for time series analysis. Van Benschoten A, Ouyang A, Bischoff F, Marrs T. MPA: a novel cross-language API for time series analysis. Journal of Open Source Software. 2020;5(49):2179.. Abstract DOI  pdf
  • (2019) tsmp: An R Package for Time Series with Matrix Profile. Bischoff F, Rodrigues PP. tsmp: An R Package for Time Series with Matrix Profile. April 2019.. Abstract DOI  pdf
  • (2019) Predicting Blood Donations in a Tertiary Care Center Using Time Series Forecasting.. Bischoff F, Koch M do C, Rodrigues PP. Predicting Blood Donations in a Tertiary Care Center Using Time Series Forecasting. Studies in health technology and informatics. 2019;258:135-139.. Abstract DOI  pdf
  • (2017) [Platelet Stock Optimization through apheresis reinforcement using time series prediction]. Bischoff F., MSc Thesis [Platelet Stock Optimization through apheresis reinforcement using time series prediction]. 2017.. Abstract DOI  pdf
  • (2014) Risk Assessment Processes in Transfusion Medicine. Bischoff F, Koch C, Araújo F. Risk Assessment Processes in Transfusion Medicine. Vox Sanguinis. 2014;107(Suppl. 1):67.. Abstract DOI  pdf

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