Posts

Thoughts in data science, time-series and R.

Subject ▸ timeseries

The early stages of the `tsmp` package concept

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.

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