Posts

Thoughts in data science, time-series and R.

Subject ▸ Timeseries

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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100 Time Series Data Mining Questions - Part 3

In the last post we started looking for repeated patterns in a time series, what we call Motifs. 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: What are the three most unusual days in this three-month-long dataset? Now we don’t know what we are looking for, but we want to discover something.

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100 Time Series Data Mining Questions - Part 2

In the last post we started looking for a known pattern in a 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: Are there any repeated patterns in my data? Now we don’t know what we are looking for, but we want to discover something.

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