1 What is a Time Series A set of observed values ordered in time, or we can say, repeated measurement of something usually with the same fixed interval of time (hourly, weekly, monthly).
A collection of observations made sequentially in time[1].
If the variable we are measuring is a count variable, we may have a Poisson Time Series (that is for later).
A time series \(T \in \mathbb{R}^n\) is a sequence of real-valued numbers \(t_i \in \mathbb{R} : T=[t_1,t_2,\dots,t_n]\) where \(n\) is the length of \(T\).
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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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Since the beginning of the tsmp package, it was evident that a series of algorithms around the Matrix Profile would pop-up sooner or later.
After the creation of the Matrix Profile Foundation (MPF), the tsmp package had doubled the number of monthly downloads, and that is a good thing!
The current version of tsmp, as shown in the previous post had added the new Pan-Matrix Profile and introduced the Matrix Profile API that aims to standardize high-level tools across multiple programming languages.
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