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R Functions implementing UCR Matrix Profile Algorithm


9 months ago


3 years ago

Fix ASAN/UBSAN errors using RcppParallel


3 years ago
  • Fix on mpx() heap leak


3 years ago
  • Added MPdist algorithm to compare two time series.
  • Added find_snippet() that uses MPdist to show representative data.
  • Added mpx() algorithm that doesn’t depends on FFT.
  • Added pmp() pan-matrix profile.
  • Improvement with several implementations in Rcpp. Computation speed is much faster.
  • Added compute(), analyze() and visualize(). Starting point in the unified API from MPF.


3 years ago
  • Changed mass() to dist_profile(), including options to different algorithms.
  • Added MASS_V3 and MASS_Weighted to dist_profile() algorithms.
  • Function dist_profile() allows Query with Gap (QwG) and Approximate Distance Profile (ADP, with PAA)
  • Fixed long runtime of FFT for some data sizes, using MASS_V3. Issue #36.
  • Added stompi_update() that updates the matrix profile allowing real-time computation.
  • Added floss() which can do real-time FLUSS computation.
  • Added subset operator [ for tsmp objects.
  • Added tail() and head() for tsmp objects.
  • Changed find_motif() for MultiMatrixProfile to report Motifs correctly.


4 years ago
  • Added find_discord() and its print() and plot() functions.
  • Changed plot() for motifs to show where are the neighbors. Same for discord.
  • Added valmod() for Variable Length Motif Discovery.
  • Changed find_motif() for compatibility with valmod().


4 years ago
  • Fixed Matrix Profile print, dimensions are now reported correctly.
  • Fixed pipe imports. Issue #22
  • Fixed bug with vars. Issue #23
  • Changed package license to GPL-3.
  • Changed verbose mode, added one more step to separate messages from progression bar.
  • Fixed SCRIMP and added PRE-SCRIMP, so this is the SCRIMP++. AB-join not yet implemented.
  • Changed progress bar for a better one from progress package.
  • Added Print and Plot to SiMPle. Issue #24
  • Added Print and Plot to Salient.


4 years ago

Big changes. Moved to a Stable lifecycle.


4 years ago
  • Code linting
  • Added Salient Subsequences search


4 years ago

This is the most approximated version of the package that was sent to CRAN. Some little changes may exist since the first submission was a little messy from my side :-)