Posts

Thoughts in data science, time-series and R.

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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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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