dxy_bands: Band depth distance between 2 time series given a set of...

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Band depth distance between 2 time series given a set of bands

Description

Distance based on a depth concept, given a set of bands a modified Jaccard measure is compute between the sets of indices that two series share, the Jaccard distances then are averaged over all informative bands.

Usage

dxy_bands(allbands, x, y)

Arguments

allbands	a list with two elements the lowerbounds of all (n)(n-1)/2 pairs and the upperbounds of the pairwise bands.
x	A vector representing a univariate time series
y	A vector representing a univariate time series

Value

A non-negative value representing the distance between two time series, based on the concept of band depth.

See Also

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

Examples

X=matrix( rnorm(200), ncol=10  )
M=all_bands(X)
dxy_bands(M,X[,1],X[,2] )

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