tsmp: An R Package for Time Series with Matrix Profile
This provides a practical tool for researchers and practitioners working with time series data, but it is incremental as it packages existing methods.
The authors introduced tsmp, an R package implementing the matrix profile concept for time series analysis, enabling tasks like similarity joins and motif discovery, and evaluated its algorithm speed in the R environment.
This article describes tsmp, an R package that implements the matrix profile concept for time series. The tsmp package is a toolkit that allows all-pairs similarity joins, motif, discords and chains discovery, semantic segmentation, etc. Here we describe how the tsmp package may be used by showing some of the use-cases from the original articles and evaluate the algorithm speed in the R environment. This package can be downloaded at https://CRAN.R-project.org/package=tsmp.