distance_matrix_mvLWS: Pairwise distance matrix based on the multivariate locally...

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Pairwise distance matrix based on the multivariate locally wavelet partial coherence

Description

Pairwise distance matrix based on the multivariate locally wavelet partial coherence

Usage

distance_matrix_mvLWS(unit)

Arguments

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

Value

a matrix with pairwise distances

See Also

Park, Timothy, Idris A. Eckley, and Hernando C. Ombao. "Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes." IEEE Transactions on Signal Processing 62, no. 20 (October 2014): 5240-50. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1109/TSP.2014.2343937")}

Examples

X=matrix( rnorm(2000), ncol=10  )
distance_matrix_mvLWS(unit=X)

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