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Thoughts in data science, time-series and R.

Subject ▸ R Bloggers

100 Time Series Data Mining Questions - Part 6

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?

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100 Time Series Data Mining Questions - Part 5

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.

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100 Time Series Data Mining Questions - Part 4

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).

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