README

Francisco Bischoff

16 Oct 2026

Time Series with Matrix Profile

What’s New — v0.5.1 (October 2026)

tsmp is now a pure-R analytical layer (NeedsCompilation: no), delegating all high-performance computation to the matrixprofiler C++ engine. This brings orders-of-magnitude speed gains and trivial cross-platform installation.

Key highlights:

• 🚀 Native multithreading via n_workers — no more doSNOW/foreach clusters.
• 🧹 Removed dependencies: doSNOW, foreach, audio.
• 🔢 Standardized invalid indices — all profile index vectors now use NA_integer_ (previously -1L).
• ⚡ MPX is now a first-class algorithm: tsmp(..., mode = "mpx").
• 🔧 find_snippet() gained n_workers and a long-standing edge-case fix.

📄 Full API changes, breaking changes, and migration guide: MIGRATION.md

A broader introduction to the matrixprofiler backend is available here.

Overview

R Functions implementing UCR Matrix Profile Algorithm (http://www.cs.ucr.edu/~eamonn/MatrixProfile.html).

This package allows you to use the Matrix Profile concept as a toolkit.

This package provides:

• Algorithms to build a Matrix Profile: STAMP, STOMP, SCRIMP++, SIMPLE, MSTOMP and VALMOD.
• Algorithms for MOTIF search for Unidimensional and Multidimensional Matrix Profiles.
• Algorithm for Chains search for Unidimensional Matrix Profile.
• Algorithms for Semantic Segmentation (FLUSS) and Weakly Labeled data (SDTS).
• Algorithm for Salient Subsections detection allowing MDS plotting.
• Basic plotting for all outputs generated here.
• Sequencial workflow, see below.

# Basic workflow:
matrix <- tsmp(data, window_size = 30) %>%
  find_motif(n_motifs = 3) %T>%
  plot()

# SDTS still have a unique way to work:
model <- sdts_train(data, labels, windows)
result <- sdts_predict(model, data, round(mean(windows)))

Please refer to the User Manual for more details.

Please be welcome to suggest improvements.

Installation

# Install the released version from CRAN
install.packages("tsmp")

# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("matrix-profile-foundation/tsmp")

Currently available Features

• STAMP (single and multi-thread versions)
• STOMP (single and multi-thread versions)
• STOMPi (On-line version)
• SCRIMP (single-thread, not for AB-joins yet)
• MPX (single and multi-thread — native C++ via matrixprofiler)
• Time Series Chains
• Multivariate STOMP (mSTOMP) — native multithreading via n_workers
• Multivariate MOTIF Search (from mSTOMP)
• Salient Subsequences search for Multidimensional Space
• Scalable Dictionary learning for Time Series (SDTS) prediction
• FLUSS (Fast Low-cost Unipotent Semantic Segmentation)
• FLOSS (Fast Low-cost On-line Unipotent Semantic Segmentation)
• SiMPle-Fast (Fast Similarity Matrix Profile for Music Analysis and Exploration)
• Annotation vectors (e.g., Stop-word MOTIF bias, Actionability bias)
• FLUSS Arc Plot and SiMPle Arc Plot
• Exact Detection of Variable Length Motifs (VALMOD)
• MPdist: Matrix Profile Distance — native C++ and multi-core
• Time Series Snippets — parallel n_workers support and edge-case fix
• Subsetting Matrix Profiles (head(), tail(), [, etc.)
• Misc:
  • MASS v2.0 / v3.0 (multi-variant, multi-thread)
  • MASS extensions: ADP (Approximate Distance Profile, with PAA)
  • MASS extensions: WQ (Weighted Query)
  • MASS extensions: QwG (Query with Gap)
  • Fast moving statistics (mov_mean, mov_std, etc.) with na_strategy control

Roadmap

• Migrate computation to C++ engine (matrixprofiler)
• Remove doSNOW/foreach — native multithreading via n_workers
• Standardize invalid-index convention to NA_integer_
• MPX as first-class algorithm in tsmp()
• Parallel MPdist and Time Series Snippets
• CRAN-compliant pure-R package (NeedsCompilation: no)
• Profile-Based Shapelet Discovery
• GPU-STOMP integration
• Extended tsmp() NA strategies for irregular time series

Other projects with Matrix Profile

• Python: https://github.com/target/matrixprofile-ts
• Python: https://github.com/ZiyaoWei/pyMatrixProfile
• Python: https://github.com/juanbeleno/owlpy
• Python: https://github.com/javidlakha/matrix-profile
• Python: https://github.com/shapelets/khiva-python
• R: https://github.com/shapelets/khiva-r
• Matlab: https://github.com/shapelets/khiva-matlab
• Java: https://github.com/shapelets/khiva-java
• Java: https://github.com/ensozos/Matrix-Profile
• Kotlin: https://github.com/shapelets/khiva-kotlin
• C++ (CUDA and OPENCL): https://github.com/shapelets/khiva
• CUDA: https://github.com/zpzim/STOMPSelfJoin
• CUDA: https://github.com/zpzim/SCAMP

Matrix Profile Foundation

Our next step unifying the Matrix Profile implementation in several programming languages.

Visit: Matrix Profile Foundation

Benchmarks

New benchmarks for the new package matrixprofiler is available at RPubs.

Package dependencies