distance_matrix_cortNorm: Normalized distance matrix from a pattern recognition...

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Normalized distance matrix from a pattern recognition distance

Description

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

Usage

distance_matrix_cortNorm(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

Guillermo Granados, and Idris Eckley. "Electricity Demand of Buildings Benchmarked via Regression Trees on Nearest Neighbors Anomaly Scores"

Examples

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

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