TSdist (version 3.7.1)

CIDDistance: Complexity-Invariant Distance Measure For Time Series

Description

Computes the dissimilarity between two numeric series of the same length by calculating a correction of the Euclidean distance based on the complexity estimation of the series.

Usage

CIDDistance(x, y)

Value

d

The computed distance between the pair of series.

Arguments

x

Numeric vector containing the first time series.

y

Numeric vector containing the second time series.

Author

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

Details

This is simply a wrapper for the diss.CID function of package TSclust. As such, all the functionalities of the diss.CID function are also available when using this function.

References

Pablo Montero, José A. Vilar (2014). TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. URL http://www.jstatsoft.org/v62/i01/.

See Also

To calculate this distance measure using ts, zoo or xts objects see TSDistances. To calculate distance matrices of time series databases using this measure see TSDatabaseDistances.

Examples

# The objects example.series1 and example.series2 are two 
# numeric series of length 100.

data(example.series1)
data(example.series2)

# For information on their generation and shape see 
# help page of example.series.

help(example.series)

# Calculate the compression based distance between the two series using
# the default parameters. 

CIDDistance(example.series1, example.series2)