distance_matrix_cort: Distance matrix from a pattern recognition distance

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Distance matrix from a pattern recognition distance

Description

pairwise distance matrix of a multivariate time series based on a value (Euclidean distance) and behavior (temporal correlation) measures

Usage

distance_matrix_cort(k, unit)

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 $Cort$.
unit	A matrix representing a multivariate time series where each column is a univariate time series.

Value

a matrix with pairwise distances

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

X=matrix( rnorm(200), ncol=10  )
k=2
distance_matrix_cort(k,X)

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