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

Source: [tsmp: An R Package for Time Series with Matrix Profile](<https://www.sota2.com/research/paper/68fa69ee1e209131cea24ff8>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2025-10-25T23:12:37.633Z

Authors: Francisco Bischoff, Pedro Pereira Rodrigues

Published: 2019-04-18T05:27:09.000Z

## Abstract

This article describes tsmp, an R package that implements the matrix profile concept for time series. The tsmp package is a toolkit that allows all-pairs similarity joins, motif, discords and chains discovery, semantic segmentation, etc. Here we describe how the tsmp package may be used by showing some of the use-cases from the original articles and evaluate the algorithm speed in the R environment. This package can be downloaded at https://CRAN.R-project.org/package=tsmp.

## Recorded benchmark results

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

## Original sources and implementation

[Original paper](<https://arxiv.org/abs/1904.12626>)

[PDF](<https://arxiv.org/pdf/1904.12626.pdf>)
