Thoughts in data science, time-series and R.

Subject ▸ r-bloggers

100 Time Series Data Mining Questions (with answers!) - Part 1

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 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?

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tsmp is going big!

Since the beginning of the tsmp package, it was evident that a series of algorithms around the Matrix Profile would pop-up sooner or later. After the creation of the Matrix Profile Foundation (MPF), the tsmp package had doubled the number of monthly downloads, and that is a good thing! The current version of tsmp, as shown in the previous post had added the new Pan-Matrix Profile and introduced the Matrix Profile API that aims to standardize high-level tools across multiple programming languages.

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