Subject ▸ timeseries

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

1 September 2020

datamining, R, r-bloggers, timeseries, tsmp

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?

The early stages of the `tsmp` package concept

26 September 2018

R, tsmp, timeseries, datamining

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.