TSclust v1.2.4

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Time Series Clustering Utilities

A set of measures of dissimilarity between time series to perform time series clustering. Metrics based on raw data, on generating models and on the forecast behavior are implemented. Some additional utilities related to time series clustering are also provided, such as clustering algorithms and cluster evaluation metrics.

Functions in TSclust

Name Description
diss.AR.PIC Model-based Dissimilarity Measure Proposed by Piccolo (1990)
diss.CDM Compression-based Dissimilarity measure
diss.MINDIST.SAX Symbolic Aggregate Aproximation related functions
TSclust Package for Time Series Clustering.
diss.CID Complexity-Invariant Distance Measure For Time Series
diss.COR Correlation-based Dissimilarity
diss.AR.LPC.CEPS Dissimilarity Based on LPC Cepstral Coefficients
diss.AR.MAH Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
cluster.evaluation Clustering Evaluation Index Based on Known Ground Truth
diss.ACF Autocorrelation-based Dissimilarity
diss.CORT Dissimilarity Index Combining Temporal Correlation and Raw Values Behaviors
diss.DTWARP Dynamic Time Warping Distance
diss.DWT Dissimilarity for Time Series Based on Wavelet Feature Extraction
diss.EUCL Euclidean Distance
electricity Hourly Electricity Prices in the Spanish Market
interest.rates Long-Term Interest Rates from 1995 to 2012
pvalues.clust Clustering Algorithm Based on p-values.
synthetic.tseries Synthetic Time Series for Clustering Performace Comparisons.
diss.NCD Normalized Compression Distance
diss.PDC Permutation Distribution Distance
diss TSclust Dissimilarity Computation
diss.SPEC.GLK Dissimilarity based on the Generalized Likelihood Ratio Test
diss.PER Periodogram Based Dissimilarity
diss.PRED Dissimilarity Measure Based on Nonparametric Forecast
diss.SPEC.ISD Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
diss.SPEC.LLR General Spectral Dissimilarity Measure Using Local-Linear Estimation of the Log-Spectra
diss.FRECHET Frechet Distance
diss.INT.PER Integrated Periodogram Based Dissimilarity
loo1nn.cv Clustering Evaluation Index Based on Leave-one-out One-nearest-neighbor Evaluation
paired.tseries Pairs of Time Series from Different Domains
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Details

Type Package
Date 2017-10-15
Encoding UTF-8
License GPL-2
URL http://www.jstatsoft.org/v62/i01/
NeedsCompilation no
Packaged 2017-10-15 19:42:51 UTC; pmont
Repository CRAN
Date/Publication 2017-10-16 23:13:27 UTC

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