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TSdist (version 2.2)

Distance Measures for Time Series Data

Description

A set of commonly used distance measures and some additional functions which, although initially not designed for this purpose, can be used to measure the dissimilarity between time series. These measures can be used to perform clustering, classification or other data mining tasks which require the definition of a distance measure between time series.

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Version

Install

install.packages('TSdist')

Monthly Downloads

305

Version

2.2

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

April 14th, 2015

Functions in TSdist (2.2)

example.database2

Example synthetic database with series belonging to different classes.
example.database

Example databases.
cdmDistance

Compression-based Dissimilarity measure
example.series

Example series.
lcssDistance

Longest Common Subsequence distance for Real Sequences.
ncdDistance

Normalized Compression based distance
example.database3

Example synthetic database with series belonging to different classes.
pdcDistance

Permutation Distribution Distance
cortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
inf.normDistance

The infinite norm distance.
stsDistance

Short time series distance (STS).
ar.lpc.cepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
tsDistances

TSdist distance computation.
ar.picDistance

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

Edit Distance with Real Penalty (ERP).
minkowskiDistance

Minkowski distance.
lb.keoghDistance

LB_Keogh for DTW.
lpDistance

Lp distances.
euclideanDistance

Euclidean distance.
TSdist-package

Distance Measures for Time Series in R.
dissimapproxDistance

The approximated Dissim distance is calculated.
acfDistance

Autocorrelation-based Dissimilarity
predDistance

Dissimilarity Measure Based on Nonparametric Forecasts
cidDistance

Complexity-Invariant Distance Measure For Time Series
tsDatabaseDistances

TSdist distance matrix computation.
tquestDistance

Tquest distance.
manhattanDistance

Manhattan distance.
mindist.saxDistance

Symbolic Aggregate Aproximation based dissimilarity
corDistance

Dissimilarities based on Pearson's correlation
ccorDistance

Cross-correlation based distance.
dtwDistance

Dynamic Time Warping distance.
spec.llrDistance

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

Fourier Coefficient based distance.
oneNN

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

Partial Autocorrelation-based Dissimilarity
k.medoids

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

Frechet distance
int.perDistance

Integrated Periodogram based dissimilarity
spec.isdDistance

Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
spec.glkDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
edrDistance

Edit Distance for Real Sequences (EDR).
wavDistance

Dissimilarity for Time Series Based on Wavelet Feature Extraction
dissimDistance

The Dissim distance is calculated.
perDistance

Periodogram based dissimilarity
ar.mahDistance

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