TSdist (version 3.7.1)

PACFDistance: Partial Autocorrelation-based Dissimilarity

Description

Computes the dissimilarity between a pair of numeric time series based on their estimated partial autocorrelation coefficients.

Usage

PACFDistance(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.

...

Additional parameters for the function. See diss.PACF for more information.

Author

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

Details

This is simply a wrapper for the diss.PACF function of package TSclust. As such, all the functionalities of the diss.PACF 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.series3 and example.series4 are two 
# numeric series of length 100 and 120 contained in the 
# TSdist package. 

data(example.series3)
data(example.series4)

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

help(example.series)

# Calculate the autocorrelation based distance between the two series using
# the default parameters:

PACFDistance(example.series3, example.series4)