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TSdist (version 3.7)

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. U. Mori, A. Mendiburu and J.A. Lozano (2016), .

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Version

Install

install.packages('TSdist')

Monthly Downloads

184

Version

3.7

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

September 8th, 2020

Functions in TSdist (3.7)

CDMDistance

Compression-based Dissimilarity measure
CorDistance

Dissimilarities based on Pearson's correlation
CCorDistance

Cross-correlation based distance.
ARLPCCepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
CortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
ACFDistance

Autocorrelation-based Dissimilarity
DTWDistance

Dynamic Time Warping distance.
CIDDistance

Complexity-Invariant Distance Measure For Time Series
ARMahDistance

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

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

Fourier Coefficient based distance.
ManhattanDistance

Manhattan distance.
LBKeoghDistance

LB_Keogh for DTW.
MindistSaxDistance

Symbolic Aggregate Aproximation based dissimilarity
KMedoids

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

Partial Autocorrelation-based Dissimilarity
OneNN

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

Integrated Periodogram based dissimilarity
InfNormDistance

The infinite norm distance.
DissimDistance

The Dissim distance is calculated.
EDRDistance

Edit Distance for Real Sequences (EDR).
PDCDistance

Permutation Distribution Distance
TSDistances

TSdist distance computation.
TSDatabaseDistances

TSdist distance matrix computation.
SpecLLRDistance

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

Example series.
TAMDistance

Time Alignment Measurement (TAM) distance.
SpecGLKDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
MinkowskiDistance

Minkowski distance.
NCDDistance

Normalized Compression based distance
FrechetDistance

Frechet distance
example.database3

Example synthetic database with series belonging to different classes.
PerDistance

Periodogram based dissimilarity
SpecISDDistance

Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
example.database

Example databases.
TSdist-package

Distance Measures for Time Series in R.
TquestDistance

Tquest distance.
EuclideanDistance

Euclidean distance.
LPDistance

Lp distances.
STSDistance

Short time series distance (STS).
LCSSDistance

Longest Common Subsequence distance for Real Sequences.
PredDistance

Dissimilarity Measure Based on Nonparametric Forecasts
ERPDistance

Edit Distance with Real Penalty (ERP).
example.database2

Example synthetic database with series belonging to different classes.