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TSdist (version 2.1)

Distance Measures for Time Series Data

Description

A set of commonly used distance measures for time series data. The application of these distance measures is useful to perform clustering, classification or other data mining tasks.

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Version

Install

install.packages('TSdist')

Monthly Downloads

305

Version

2.1

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

March 31st, 2015

Functions in TSdist (2.1)

fourierDistance

Fourier Coefficient based distance.
stsDistance

Short time series distance (STS).
spec.isdDistance

Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
cortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
TSdist-package

Distance Measures for Time Series in R.
cidDistance

Complexity-Invariant Distance Measure For Time Series
ar.mahDistance

Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
minkowskiDistance

Minkowski distance.
lcssDistance

Longest Common Subsequence distance for Real Sequences.
spec.llrDistance

General Spectral Dissimilarity Measure Using Local-Linear Estima- tion of the Log-Spectra
euclideanDistance

Euclidean distance.
ccorDistance

Cross-correlation based distance.
dissimDistance

The Dissim distance is calculated.
pacfDistance

Partial Autocorrelation-based Dissimilarity
ar.lpc.cepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
dtwDistance

Dynamic Time Warping distance.
acfDistance

Autocorrelation-based Dissimilarity
ar.picDistance

Model-based Dissimilarity Measure Proposed by Piccolo (1990)
oneNN

1NN classification for a pair of train/test time series datasets.
example.series

Example series.
lb.keoghDistance

LB_Keogh for DTW.
cdmDistance

Compression-based Dissimilarity measure
example.database3

Example synthetic database with series belonging to different classes.
tsDatabaseDistances

TSdist distance matrix computation.
predDistance

Dissimilarity Measure Based on Nonparametric Forecasts
dissimapproxDistance

The approximated Dissim distance is calculated.
inf.normDistance

The infinite norm distance.
frechetDistance

Frechet distance
manhattanDistance

Manhattan distance.
ncdDistance

Normalized Compression based distance
k.medoids

K medoids clustering for a time series database using the selected distance measure.
tquestDistance

Tquest distance.
example.database

Example databases.
pdcDistance

Permutation Distribution Distance
wavDistance

Dissimilarity for Time Series Based on Wavelet Feature Extraction
corDistance

Dissimilarities based on Pearson's correlation
spec.glkDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
tsDistances

TSdist distance computation.
lpDistance

Lp distances.
int.perDistance

Integrated Periodogram based dissimilarity
mindist.saxDistance

Symbolic Aggregate Aproximation based dissimilarity
perDistance

Periodogram based dissimilarity
example.database2

Example synthetic database with series belonging to different classes.
erpDistance

Edit Distance with Real Penalty (ERP).
edrDistance

Edit Distance for Real Sequences (EDR).