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TSdist (version 3.2)

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

3.2

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

February 12th, 2016

Functions in TSdist (3.2)

CDMDistance

Compression-based Dissimilarity measure
CCorDistance

Cross-correlation based distance.
WavDistance

Dissimilarity for Time Series Based on Wavelet Feature Extraction
ERPDistance

Edit Distance with Real Penalty (ERP).
DTWDistance

Dynamic Time Warping distance.
example.database2

Example synthetic database with series belonging to different classes.
DissimDistance

The Dissim distance is calculated.
example.database

Example databases.
SpecGLKDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
PACFDistance

Partial Autocorrelation-based Dissimilarity
NCDDistance

Normalized Compression based distance
ManhattanDistance

Manhattan distance.
InfNormDistance

The infinite norm distance.
LBKeoghDistance

LB_Keogh for DTW.
SpecISDDistance

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

Dissimilarities based on Pearson's correlation
ARMahDistance

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

Longest Common Subsequence distance for Real Sequences.
EuclideanDistance

Euclidean distance.
example.database3

Example synthetic database with series belonging to different classes.
ARPicDistance

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

Fourier Coefficient based distance.
MindistSaxDistance

Symbolic Aggregate Aproximation based dissimilarity
MinkowskiDistance

Minkowski distance.
TquestDistance

Tquest distance.
CIDDistance

Complexity-Invariant Distance Measure For Time Series
KMedoids

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

Distance Measures for Time Series in R.
CortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
STSDistance

Short time series distance (STS).
example.series

Example series.
PDCDistance

Permutation Distribution Distance
LPDistance

Lp distances.
ACFDistance

Autocorrelation-based Dissimilarity
EDRDistance

Edit Distance for Real Sequences (EDR).
PerDistance

Periodogram based dissimilarity
FrechetDistance

Frechet distance
PredDistance

Dissimilarity Measure Based on Nonparametric Forecasts
TSDistances

TSdist distance computation.
ARLPCCepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
TSDatabaseDistances

TSdist distance matrix computation.
IntPerDistance

Integrated Periodogram based dissimilarity
OneNN

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

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