Thoughts in data science, time-series and R.

Subject ▸ matrixprofile

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.

Read More…