matrix-profile-foundation / tsmp

R Functions implementing UCR Matrix Profile Algorithm
https://matrix-profile-foundation.github.io/tsmp
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Matrix Profile IX: Admissible Time Series Motif Discovery with Missing Data - R #83

Open chris-english opened 4 years ago

chris-english commented 4 years ago

The code and data in this pull are my translation of Matrix Profile IX MDMS from Matlab/Octave and the paper to R. I think it is working nearly properly. It is in no way optimized, there for currently slow for modest 50K ts lengths, which I realize does not reflect the current development imperative. I submit for your considered review as who would know this material better and advise me of necessary changes. Data *_1K are length 1000, otherwise length 50002. Thank you for your time and attention. Chris