In the last post, we were able to identify when a regime change occurs. Today we will focus on speed (well, a trade-off)
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
How do I quickly search this long dataset for patterns, if an approximate search is acceptable?

Read More…

In the last post, we were able to identify when a regime change occurs. Today we will focus on speed (well, a trade-off)
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
How do I quickly search this long dataset for patterns, if an approximate search is acceptable?

Read More…

In the last post took a very long time series, and we summarize it. Now we will do something that seems related when we look at the regime bar: regime change detection.
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
When does the regime change in this time series?

Read More…

In the last post we managed to find similar patterns between two time series.
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
If you had to summarize this long time series with just two shorter examples, what would they be? This is a new kind of question.

Read More…

In the last post we’ve understood and find Discords in our data.
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
Is there any pattern that is common to these two time series? Now we will see one of the most interesting and fast jobs that the Matrix Profile can do (there are more, for sure).

Read More…

In the last post we started looking for repeated patterns in a time series, what we call Motifs.
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
What are the three most unusual days in this three-month-long dataset? Now we don’t know what we are looking for, but we want to discover something.

Read More…

In the last post we started looking for a known pattern in a time series.
For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here.
Now let’s start:
Are there any repeated patterns in my data? Now we don’t know what we are looking for, but we want to discover something.

Read More…

I decided to start this series of Time Series Data Mining base on Eamonn’s presentation, so that’s why the title is “100”. That’s the idea, but for now, we only have 19 questions ready to go.
I’ll use the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home.
The original code (MATLAB) and data are here..
So, let’s start with number one:
Have we ever seen a pattern that looks just like this?

Read More…

Recently I began to look further into Time Series(TS). During the course of my Master’s degree, I used the forecast package quite a bit (Thanks to Prof. Hyndman), and TS got my attention. So, after reading lots of publications about everything you can imagine about TS, I came across one publication from Prof. Eamonn, of the University of California, that made me contact him to ask a few questions. After receiving a huge amount of information from him, one particular subject caught my attention: Matrix Profile.

Read More…