all_bands: Pairwise band generation in a multivariate time series

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Pairwise band generation in a multivariate time series

Description

takes all the pairs of series in a multivariate set and compute the band between each pair od series

Usage

all_bands(series)

Arguments

series

A matrix of n columns representing a multivariate time series, each column is a univariate time series

Value

a list with two elements the lowerbounds of all (n)(n-1)/2 pairs and the upperbounds of the pairwise bands

See Also

Band Depth Clustering for Nonstationary Time Series and Wind Speed Behavior (2018) Tupper et al

Examples

X=matrix( rnorm(200), ncol=10  )
all_bands(X)

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