# tsmp: An R Package for Time Series with Matrix Profile

**Authors:** Francisco Bischoff, Pedro Pereira Rodrigues

arXiv: 1904.12626 · 2021-05-19

## TL;DR

The paper introduces 'tsmp', an R package that implements matrix profile techniques for time series analysis, enabling various similarity and motif discovery tasks with efficient performance.

## Contribution

It presents the 'tsmp' package, providing a comprehensive toolkit for time series analysis using matrix profile in R, including new functionalities and performance evaluation.

## Key findings

- Efficient implementation of matrix profile in R
- Supports all-pairs similarity joins, motifs, discords, chains, and segmentation
- Demonstrates practical use-cases and speed performance

## Abstract

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.

## Full text

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## Figures

3 figures with captions in the complete paper: https://tomesphere.com/paper/1904.12626/full.md

## References

24 references — full list in the complete paper: https://tomesphere.com/paper/1904.12626/full.md

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Source: https://tomesphere.com/paper/1904.12626