Unlimited learning, half price | 50% off

Last chance! 50% off unlimited learning

Sale ends in


TSdist (version 3.7.1)

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

Copy Link

Version

Install

install.packages('TSdist')

Monthly Downloads

564

Version

3.7.1

License

GPL (>= 2)

Maintainer

Usue Mori

Last Published

August 31st, 2022

Functions in TSdist (3.7.1)

ACFDistance

Autocorrelation-based Dissimilarity
CortDistance

Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
DTWDistance

Dynamic Time Warping distance.
ARMahDistance

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

Complexity-Invariant Distance Measure For Time Series
CorDistance

Dissimilarities based on Pearson's correlation
ARPicDistance

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

Fourier Coefficient based distance.
EuclideanDistance

Euclidean distance.
ERPDistance

Edit Distance with Real Penalty (ERP).
LBKeoghDistance

LB_Keogh for DTW.
KMedoids

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

The Dissim distance is calculated.
OneNN

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

Edit Distance for Real Sequences (EDR).
ARLPCCepsDistance

Dissimilarity Based on LPC Cepstral Coefficients
PACFDistance

Partial Autocorrelation-based Dissimilarity
FrechetDistance

Frechet distance
ManhattanDistance

Manhattan distance.
MinkowskiDistance

Minkowski distance.
MindistSaxDistance

Symbolic Aggregate Aproximation based dissimilarity
NCDDistance

Normalized Compression based distance
PerDistance

Periodogram based dissimilarity
PDCDistance

Permutation Distribution Distance
PredDistance

Dissimilarity Measure Based on Nonparametric Forecasts
STSDistance

Short time series distance (STS).
SpecLLRDistance

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

Integrated Periodogram based dissimilarity
TAMDistance

Time Alignment Measurement (TAM) distance.
TquestDistance

Tquest distance.
TSdist-package

Distance Measures for Time Series in R.
example.database3

Example synthetic database with series belonging to different classes.
example.database2

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

Example databases.
example.series

Example series.
TSDistances

TSdist distance computation.
LCSSDistance

Longest Common Subsequence distance for Real Sequences.
InfNormDistance

The infinite norm distance.
LPDistance

Lp distances.
SpecGLKDistance

Dissimilarity based on the Generalized Likelihood Ratio Test
TSDatabaseDistances

TSdist distance matrix computation.
SpecISDDistance

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

Cross-correlation based distance.
CDMDistance

Compression-based Dissimilarity measure