matrixProfile

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) doi:10.1109/ICDM.2016.0179. This package calculates all-pairs-similarity for a given window size for time series data.

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