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TSdist (version 3.1)

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

525

Version

3.1

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

August 18th, 2015

Functions in TSdist (3.1)

ARMahDistance

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

TSdist distance computation.
LPDistance

Lp distances.
OneNN

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

Edit Distance with Real Penalty (ERP).
DissimDistance

The Dissim distance is calculated.
ACFDistance

Autocorrelation-based Dissimilarity
ARLPCCepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
LCSSDistance

Longest Common Subsequence distance for Real Sequences.
DTWDistance

Dynamic Time Warping distance.
KMedoids

K medoids clustering for a time series database using the selected distance measure.
TSdist-package

Distance Measures for Time Series in R.
PDCDistance

Permutation Distribution Distance
EDRDistance

Edit Distance for Real Sequences (EDR).
SpecISDDistance

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

Minkowski distance.
TquestDistance

Tquest distance.
LBKeoghDistance

LB_Keogh for DTW.
CCorDistance

Cross-correlation based distance.
ManhattanDistance

Manhattan distance.
FrechetDistance

Frechet distance
SpecLLRDistance

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

Short time series distance (STS).
CortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
MindistSaxDistance

Symbolic Aggregate Aproximation based dissimilarity
IntPerDistance

Integrated Periodogram based dissimilarity
PACFDistance

Partial Autocorrelation-based Dissimilarity
CorDistance

Dissimilarities based on Pearson's correlation
CIDDistance

Complexity-Invariant Distance Measure For Time Series
example.database

Example databases.
EuclideanDistance

Euclidean distance.
CDMDistance

Compression-based Dissimilarity measure
FourierDistance

Fourier Coefficient based distance.
ARPicDistance

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

The infinite norm distance.
example.series

Example series.
SpecGLKDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
NCDDistance

Normalized Compression based distance
example.database2

Example synthetic database with series belonging to different classes.
TSDatabaseDistances

TSdist distance matrix computation.
PerDistance

Periodogram based dissimilarity
WavDistance

Dissimilarity for Time Series Based on Wavelet Feature Extraction
PredDistance

Dissimilarity Measure Based on Nonparametric Forecasts
example.database3

Example synthetic database with series belonging to different classes.