distance_matrix_dtw: Normalized distance matrix from dynamic time-warping distance

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Normalized distance matrix from dynamic time-warping distance

Description

pairwise distance matrix of a multivariate time series based on a minimal mapping between two time series weighted by temporal correlation

Usage

distance_matrix_dtw(k, unit, maxwindow)

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.
maxwindow	the maximum shift allowed between time series points.

Value

a matrix with pairwise distances

See Also

For more details, check the dtw package documentation on CRAN

Examples

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

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