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TSclust (version 1.2.4)

Time Series Clustering Utilities

Description

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.

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Version

Install

install.packages('TSclust')

Monthly Downloads

1,356

Version

1.2.4

License

GPL-2

Maintainer

Pablo Montero

Last Published

October 16th, 2017

Functions in TSclust (1.2.4)

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