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TSdist (version 3.6)

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

3.6

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

July 18th, 2019

Functions in TSdist (3.6)

DissimDistance

The Dissim distance is calculated.
NCDDistance

Normalized Compression based distance
TAMDistance

Time Alignment Measurement (TAM) distance.
EuclideanDistance

Euclidean distance.
MinkowskiDistance

Minkowski distance.
SpecLLRDistance

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

Edit Distance with Real Penalty (ERP).
LCSSDistance

Longest Common Subsequence distance for Real Sequences.
LPDistance

Lp distances.
PredDistance

Dissimilarity Measure Based on Nonparametric Forecasts
EDRDistance

Edit Distance for Real Sequences (EDR).
KMedoids

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

Manhattan distance.
MindistSaxDistance

Symbolic Aggregate Aproximation based dissimilarity
STSDistance

Short time series distance (STS).
SpecGLKDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
PerDistance

Periodogram based dissimilarity
PDCDistance

Permutation Distribution Distance
SpecISDDistance

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

LB_Keogh for DTW.
TSDistances

TSdist distance computation.
TSDatabaseDistances

TSdist distance matrix computation.
example.series

Example series.
DTWDistance

Dynamic Time Warping distance.
FourierDistance

Fourier Coefficient based distance.
InfNormDistance

The infinite norm distance.
IntPerDistance

Integrated Periodogram based dissimilarity
TSdist-package

Distance Measures for Time Series in R.
WavDistance

Dissimilarity for Time Series Based on Wavelet Feature Extraction
TquestDistance

Tquest distance.
example.database

Example databases.
OneNN

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

Frechet distance
PACFDistance

Partial Autocorrelation-based Dissimilarity
example.database2

Example synthetic database with series belonging to different classes.
example.database3

Example synthetic database with series belonging to different classes.
CortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
ARMahDistance

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

Compression-based Dissimilarity measure
ACFDistance

Autocorrelation-based Dissimilarity
ARPicDistance

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

Dissimilarities based on Pearson's correlation
CCorDistance

Cross-correlation based distance.
CIDDistance

Complexity-Invariant Distance Measure For Time Series
ARLPCCepsDistance

Dissimilarity Based on LPC Cepstral Coefficients