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

Francisco Bischoff Pedro Pereira Rodrigues

Published in: CoRR (2019)

Keyphrases

linear algebra
non stationary
dynamic time warping
financial time series
multivariate time series
weather forecasting
moving average
user profiles
singular value decomposition
stock market
real time
positive definite
stock price
matrix representation
symbolic representation
pairwise
e learning
neural network