mlmts (version 1.1.2)

dis_hwl: Constructs a pairwise distance matrix based on feature extraction

Description

dis_hwl returns a pairwise distance matrix based on the feature extraction procedure proposed by hyndman2015large;textualmlmts.

Usage

dis_hwl(X, features = FALSE)

Value

If features = FALSE (default), returns a distance matrix based on the distance \(d_{HWL}\). Otherwise, the function returns a dataset of feature vectors, i.e., each row in the dataset contains the features employed to compute the distance \(d_{HWL}\).

Arguments

X

A list of MTS (numerical matrices).

features

Logical. If features = FALSE (default), a distance matrix is returned. Otherwise, the function returns a dataset of feature vectors.

Author

Ángel López-Oriona, José A. Vilar

Details

Given a collection of MTS, the function returns the pairwise distance matrix, where the distance between two MTS is defined as the Euclidean distance between the corresponding feature vectors

References

hyndman2015largemlmts

Examples

toy_dataset <- AtrialFibrillation$data[1 : 10] # Selecting the first 10 MTS from the
# dataset AtrialFibrillation
distance_matrix <- dis_hwl(toy_dataset) # Computing the pairwise
# distance matrix based on the distance dis_hwl
#' feature_dataset <- dis_hwl(toy_dataset, features = TRUE) # Computing
# the corresponding dataset of features