Man pages for AnomalyScore
Anomaly Scoring for Multivariate Time Series

all_bandsPairwise band generation in a multivariate time series
AnomalyScore-packageAnomalyScore: Anomaly Scoring for Multivariate Time Series
AnomalyscoresframeAnomaly score computation for a set of distances
CortTemporal correlation coefficient
DEcortDistance based on value and behavior of the time series
DEcortNormNormalized version of the Cort distance the modification is...
distance_matrix_banddepthPairwise distance matrix based on the band depth distance
distance_matrix_CGCIPairwise distance matrix based on the conditional Granger...
distance_matrix_coherenceDistance matrix from a coherence measure
distance_matrix_cortDistance matrix from a pattern recognition distance
distance_matrix_cortNormNormalized distance matrix from a pattern recognition...
distance_matrix_dtwNormalized distance matrix from dynamic time-warping distance
distance_matrix_mahalanobisPairwise distance matrix based on the mahalanobis distance
distance_matrix_mvLWSPairwise distance matrix based on the multivariate locally...
distance_matrix_PDCDistance matrix from a partial directed coherence measure...
distance_matrix_PMIMEPairwise distance matrix based on the partial mutual...
distance_matrix_RGPDCPairwise distance matrix based on the restricted generalized...
distance_matrix_wassersteinDistance matrix from based on the Wasserstein distance
DTWcortExtention of the dynamic time warping distance
dxy_bandsBand depth distance between 2 time series given a set of...
informative_bandsindexes where a series is within a specific band
kneighbors_distance_docallK-Nearest neighbors algorithm to compute an anomaly score
matrix_PDCPartial directed coherence matrix
mBTSmodified Back-in-time Selection for vector AR parameters...
mBTS_Af_matmBTS Vector Autoregressive coefficients fourier transform
mBTSCGCIcomputation of the conditional Granger causality index
mBTSRGPDCRestricted Generalized Partial Directed Coherence
multilagmatrixmultilagmatrix
PMIMEPMIME Partial mutual information from mixed embedding
sqnormsQuadratic multiplication of a matrix M with respect to a...
AnomalyScore documentation built on April 4, 2025, 3:13 a.m.