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mlmts (version 1.1.2)

Machine Learning Algorithms for Multivariate Time Series

Description

An implementation of several machine learning algorithms for multivariate time series. The package includes functions allowing the execution of clustering, classification or outlier detection methods, among others. It also incorporates a collection of multivariate time series datasets which can be used to analyse the performance of new proposed algorithms. Some of these datasets are stored in GitHub data packages 'ueadata1' to 'ueadata8'. To access these data packages, run 'install.packages(c('ueadata1', 'ueadata2', 'ueadata3', 'ueadata4', 'ueadata5', 'ueadata6', 'ueadata7', 'ueadata8'), repos='')'. The installation takes a couple of minutes but we strongly encourage the users to do it if they want to have available all datasets of mlmts. Practitioners from a broad variety of fields could benefit from the general framework provided by 'mlmts'.

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Version

Install

install.packages('mlmts')

Monthly Downloads

320

Version

1.1.2

License

GPL-2

Maintainer

Angel Lopez-Oriona

Last Published

August 18th, 2024

Functions in mlmts (1.1.2)

DuckDuckGeese_2

DuckDuckGeese_2

dis_mahalanobis

Constructs a pairwise distance matrix based on the Mahalanobis distance

Constructs a pairwise distance matrix based on two-dimensional singular value decomposition (2dSVD)

EthanolConcentration

EthanolConcentration

FingerMovements

FingerMovements

UWaveGestureLibrary

UWaveGestureLibrary

SpokenArabicDigits

SpokenArabicDigits

SelfRegulationSCP2

SelfRegulationSCP2

dis_mahalanobis_dtw

Constructs a pairwise distance matrix based on a dissimilarity combining both the dynamic time warping and the Mahalanobis distance.

Constructs a pairwise distance matrix based on auto and cross-correlations

mts_forecasting

A forecasting procedure for MTS based on lag-embedding matrices

Constructs a pairwise distance matrix based on VPCA and SWMD

Constructs a plot of a MTS

Constructs a pairwise distance matrix based on estimated spectral matrices

Constructs a pairwise distance matrix based on maximal cross-correlations

Constructs a pairwise distance matrix based on Principal Component Analysis (PCA)

Constructs a pairwise distance matrix based on feature extraction

mc2pca_clustering

Performs the crisp clustering algorithm of Li (2019)

Constructs a pairwise distance matrix based on the maximum overlap discrete wavelet transform

Constructs a pairwise distance matrix based on feature extraction

mlmts: Machine Learning Algorithms for Multivariate Time Series.

Constructs a pairwise distance matrix relying on a piecewise representation based on PCA

SelfRegulationSCP1

SelfRegulationSCP1

vpca_clustering

Performs the fuzzy clustering algorithm of He and Tan (2020).

Constructs a pairwise distance matrix based on the Euclidean distance

Constructs a pairwise distance matrix based on the Eros distance measure

Constructs a pairwise distance matrix based on the quantile cross-spectral density (QCD)

Constructs a pairwise distance matrix based on the quantile cross-covariance function

Constructs a pairwise distance matrix based on multivariate dynamic time warping

Constructs a pairwise distance matrix based on multivariate dynamic time warping

Constructs the F4 classifier of López-Oriona and Vilar (2021)

Constructs a pairwise distance matrix based on locality preserving projections (LPP)

Constructs a pairwise distance matrix based on feature extraction

Constructs a pairwise distance matrix based on the generalized cross-correlation

Model-based dissimilarity proposed by Maharaj (1999)

Constructs a pairwise distance matrix based on the estimated VAR coefficients of the series

Constructs a pairwise distance matrix based on the Frechet distance

outlier_detection

Constructs the outlier detection procedure of López-Oriona and Vilar (2021)

plot_2d_scaling

Constructs a 2-dimensional scaling plot based on a given dissimilarity matrix.

Constructs a nearest neighbours-based classifier and returns the predictions for a test set

ArticularlyWordRecognition

ArticularyWordRecognition

CharacterTrajectories

CharacterTrajectories

DuckDuckGeese_1

DuckDuckGeese_1

AtrialFibrillation

AtrialFibrillation

HandMovementDirection

HandMovementDirection