DEcortNorm: Normalized version of the Cort distance the modification is...

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Normalized version of the Cort distance the modification is based on using the coefficient of variation rather than euclidean distance, performed by normalizing by the absolute value of the total differences of the series.

Description

Normalized version of the Cort distance the modification is based on using the coefficient of variation rather than euclidean distance, performed by normalizing by the absolute value of the total differences of the series.

Usage

DEcortNorm(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

Granados-Garcia, and Idris Eckley. "Building Electricity Demand Benchmarking via a Regression Trees on Anomaly Scores"

Examples

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

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