Matrix Profile

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.


Reference manual

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install.packages("matrixProfile")

0.5.0 by Donghwan Kim, 8 years ago


https://github.com/ainsuotain/matrixprofile


Browse source code at https://github.com/cran/matrixProfile


Authors: Donghwan Kim


Documentation:   PDF Manual  


GPL-3 license


Depends on graphics, stats, TTR, zoo, fftw, signal


See at CRAN