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TSdist (version 3.3)

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

3.3

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

May 14th, 2016

Functions in TSdist (3.3)

LCSSDistance

Longest Common Subsequence distance for Real Sequences.
CIDDistance

Complexity-Invariant Distance Measure For Time Series
ARLPCCepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
ARPicDistance

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

The infinite norm distance.
ARMahDistance

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

Periodogram based dissimilarity
CDMDistance

Compression-based Dissimilarity measure
KMedoids

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

Dissimilarity for Time Series Based on Wavelet Feature Extraction
ManhattanDistance

Manhattan distance.
TSdist-package

Distance Measures for Time Series in R.
CCorDistance

Cross-correlation based distance.
TSDatabaseDistances

TSdist distance matrix computation.
SpecLLRDistance

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

TSdist distance computation.
example.series

Example series.
example.database2

Example synthetic database with series belonging to different classes.
TquestDistance

Tquest distance.
NCDDistance

Normalized Compression based distance
CortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
LBKeoghDistance

LB_Keogh for DTW.
PDCDistance

Permutation Distribution Distance
PACFDistance

Partial Autocorrelation-based Dissimilarity
OneNN

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

Dissimilarity Measure Based on Nonparametric Forecasts
MinkowskiDistance

Minkowski distance.
STSDistance

Short time series distance (STS).
EuclideanDistance

Euclidean distance.
MindistSaxDistance

Symbolic Aggregate Aproximation based dissimilarity
LPDistance

Lp distances.
EDRDistance

Edit Distance for Real Sequences (EDR).
DissimDistance

The Dissim distance is calculated.
IntPerDistance

Integrated Periodogram based dissimilarity
example.database3

Example synthetic database with series belonging to different classes.
SpecGLKDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
CorDistance

Dissimilarities based on Pearson's correlation
ERPDistance

Edit Distance with Real Penalty (ERP).
FrechetDistance

Frechet distance
SpecISDDistance

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

Fourier Coefficient based distance.
example.database

Example databases.
DTWDistance

Dynamic Time Warping distance.
ACFDistance

Autocorrelation-based Dissimilarity