DEcort: Distance based on value and behavior of the time series

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Distance based on value and behavior of the time series

Description

Return a weighted distance based on a weighted sum of the Euclidean norm and the temporal correlation coefficient. The distance is inflated in the presence of NA compensating for the lack of information.

Usage

DEcort(k, S1, S2)

Arguments

k	The parameter $k$ controls the contribution of the sum of squares comparison as a value-based metric and the $Cort$ quantity as a behavioral metric; when $k=0$, then the distance is equal to the value-based metric, on the other hand, when $k=6$ the distance is mainly determined by the value of the temporal correlation $Cort$.
S1	A vector representing a univariate time series
S2	A second vector representing a univariate time series

Value

a non-zero value

See Also

Douzal-Chouakria, Ahlame, and Cecile Amblard. "Classification Trees for Time Series." Pattern Recognition 45, no. 3 (March 2012): 1076-91. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.patcog.2011.08.018")}

Examples

S1=rnorm(100)
S2=rnorm(100)
k=1
DEcort(k,S1, S2)

AnomalyScore documentation built on April 4, 2025, 3:13 a.m.