mlmts (version 1.1.2)

dis_www: Constructs a pairwise distance matrix based on feature extraction

Description

dis_www returns a pairwise distance matrix based on the feature extraction procedure proposed by wang2007structure;textualmlmts.

Usage

dis_www(X, h = 20, features = FALSE)

Value

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

Arguments

X

A list of MTS (numerical matrices).

h

Maximum lag for the computation of the Box-Pierce statistic.

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

wang2007structuremlmts

Examples

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