Package: tsmp 0.4.15

Francisco Bischoff

tsmp: Time Series with Matrix Profile

A toolkit implementing the Matrix Profile concept that was created by CS-UCR <http://www.cs.ucr.edu/~eamonn/MatrixProfile.html>.

Authors:Francisco Bischoff [aut, cre], Michael Yeh [res, ccp, ctb], Diego Silva [res, ccp, ctb], Yan Zhu [res, ccp, ctb], Hoang Dau [res, ccp, ctb], Michele Linardi [res, ccp, ctb]

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tsmp.pdf |tsmp.html✨
tsmp/json (API)
NEWS

# Install 'tsmp' in R:
install.packages('tsmp', repos = c('https://matrix-profile-foundation.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/matrix-profile-foundation/tsmp/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

algorithmmatrix-profilemotif-searchtime-series

70 exports 69 stars 3.67 score 23 dependencies 1 dependents 1 mentions 179 scripts 434 downloads

Last updated 2 years agofrom:24c9ff2121. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-win-x86_64NOTESep 08 2024
R-4.5-linux-x86_64NOTESep 08 2024
R-4.4-win-x86_64NOTESep 08 2024
R-4.4-mac-x86_64NOTESep 08 2024
R-4.4-mac-aarch64NOTESep 08 2024
R-4.3-win-x86_64NOTESep 08 2024
R-4.3-mac-x86_64NOTESep 08 2024
R-4.3-mac-aarch64NOTESep 08 2024

Exports:%>%%T>%analyzeas.arccountas.chainas.discordas.flussas.matrixprofileas.motifas.multimatrixprofileas.multimotifas.pmpas.salientas.valmodav_applyav_complexityav_hardlimit_artifactav_motion_artifactav_stop_wordav_zerocrossingcomputediscordsdist_profilefast_avg_sdfast_movavgfast_movsdfind_chainsfind_discordfind_motiffind_snippetflossfloss_cacfloss_extractflussfluss_cacfluss_extractfluss_scoreget_datamassmass_premass_v3min_mp_idxmotifsmpdistmpxmstompmstomp_parplot_arcspmppmp_upper_boundreadremove_classsalient_mdssalient_scoresalient_subsequencesscrimpsdts_predictsdts_scoresdts_trainset_datasimple_faststampstamp_parstompstomp_parstompi_updatetsmpvalmodvisualizewrite

Dependencies:audiobackportscheckmateclicodetoolscrayondoSNOWforeachgluehmsiteratorslifecyclemagrittrpkgconfigprettyunitsprogressR6RcppRcppParallelRJSONIOrlangsnowvctrs

Time Series with Matrix Profile

Francisco Bischoff

Rendered frompress.Rmdusingknitr::rmarkdownon Sep 08 2024.

Last update: 2022-08-18
Started: 2018-09-16

Readme and manuals

Help Manual

Help pageTopics
Runs an appropriate workflow based on the parameters passed in.analyze
Convert a TSMP object into another if possibleas.arccount as.chain as.discord as.fluss as.matrixprofile as.motif as.multimatrixprofile as.multimotif as.pmp as.salient as.valmod
Corrects the matrix profile using an annotation vectorav_apply
Computes the annotation vector that favors complexityav_complexity
Computes the annotation vector that suppresses hard-limited artifactsav_hardlimit_artifact
Computes the annotation vector that suppresses motion artifactsav_motion_artifact
Computes the annotation vector that suppresses stop-word motifsav_stop_word
Computes the annotation vector that favors number of zero crossingav_zerocrossing
Computes the Matrix Profile or Pan-Matrix Profilecompute
Search for Discorddiscords
Calculates the distance profile using MASS algorithmsdist_profile
Fast implementation of moving average and moving standard deviationfast_avg_sd
Fast implementation of moving averagefast_movavg
Fast implementation of moving standard deviationfast_movsd
Find Time Series Chainsfind_chains
Search for Discordfind_discord find_discord.MatrixProfile find_discord.PMP
Search for Motifsfind_motif find_motif.MatrixProfile find_motif.MultiMatrixProfile find_motif.PMP
Time Series Snippets: A New Primitive for Time Series Data Miningfind_snippet
Fast Low-cost Online Semantic Segmentation (FLOSS)floss
FLOSS - Corrected Arc Countsfloss_cac
FLOSS - Extract Segmentsfloss_extract
Fast Low-cost Unipotent Semantic Segmentation (FLUSS)fluss
FLUSS - Corrected Arc Countsfluss_cac
FLUSS - Extract Segmentsfluss_extract
FLUSS - Prediction score calculationfluss_score
Get the data included in a TSMP object, if any.get_data
Calculates the distance profile using MASS_V3 algorithmmass_v3
Get index of the minimum value from a matrix profile and its nearest neighbormin_mp_idx
Search for Motifsmotifs
Just a synthetic dataset for testingmotifs_discords_small
Original data used in the FLUSS papermp_fluss_data
Original data used in the Time Series Chain demomp_gait_data
Original data used in the Salient Subsequences demomp_meat_data
Original data used in the STDS demomp_test_data
Original data used in the mSTAMP demomp_toy_data
MPdist - Distance between Time Series using Matrix Profilempdist
Fast implementation of MP and MPI for internal purposes, without FFTmpx
Multivariate STOMP algorithm Parallel versionmstomp mstomp_par
Plot a TSMP objectplot plot.ArcCount plot.Chain plot.Discord plot.Floss plot.Fluss plot.MatrixProfile plot.Motif plot.MultiMatrixProfile plot.MultiMotif plot.PMP plot.Salient plot.SimpleMatrixProfile plot.Snippet plot.Valmod
Plot arcs between indexes of a Profile Indexplot_arcs
Pan-Matrix Profilepmp
Pan Matrix Profile upper boundpmp_upper_bound
Read TSMP object from JSON file.read
Remove a 'TSMP' class from an objectremove_class
Convert salient sequences into MDS spacesalient_mds
Computes the F-Score of salient algorithm.salient_score
Framework for retrieve salient subsequences from a datasetsalient_subsequences
Anytime univariate SCRIMP++ algorithmscrimp
Framework for Scalable Dictionary learning for Time Series (SDTS) prediction functionsdts_predict
Computes the F-Score of a SDTS predictionsdts_score
Framework for Scalable Dictionary learning for Time Series (SDTS) training functionsdts_train
Set/changes the data included in TSMP object.set_data
Compute the join similarity for Sound datasimple_fast
Anytime univariate STAMP algorithm Parallel versionstamp stamp_par
Univariate STOMP algorithmstomp stomp_par
Real-time STOMP algorithmstompi_update
Computes the Matrix Profile and Profile Indextsmp
Variable Length Motif Discoveryvalmod
Plots an object generated from one of the algorithms. In some cases multiple plots will be generatedvisualize
Write a TSMP object to JSON file.write write.MatrixProfile write.PMP