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matrixProfile (version 0.5.0)

Matrix Profile

Description

A simple and the early stage package for matrix profile based on the paper of Chin-Chia Michael Yeh, Yan Zhu, Liudmila Ulanova, Nurjahan Begum, Yifei Ding, Hoang Anh Dau, Diego Furtado Silva, Abdullah Mueen, and Eamonn Keogh (2016) . This package calculates all-pairs-similarity for a given window size for time series data.

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Install

install.packages('matrixProfile')

Monthly Downloads

179

Version

0.5.0

License

GPL-3

Issues

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Maintainer

Donghwan Kim

Last Published

August 17th, 2018

Functions in matrixProfile (0.5.0)

std

Sample standard deviation
mass

Mueen's ultra-fast Algorithm for Similarity Search (MASS)
movmean

Moving mean
movstd

Moving std
stamp

Scalable Time series Anytime Matrix Profile (stamp)