Posts

Thoughts in data science, time-series and R.

Subject ▸ Timeseries

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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100 Time Series Data Mining Questions - Part 8

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?

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100 Time Series Data Mining Questions - Part 7

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?

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