TSclust: Time Series Clustering Utilities

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This package contains a set of measures of dissimilarity between time series to perform time series clustering. Metrics based on raw data, on generating models and on the forecast behavior are implemented. Some additional utilities related to time series clustering are also provided, such as clustering algorithms and cluster evaluation metrics.

Author
Pablo Montero Manso, José Antonio Vilar
Date of publication
2014-11-18 22:30:04
Maintainer
Pablo Montero <pmontm@gmail.com>
License
GPL-2
Version
1.2.3
URLs

View on CRAN

Man pages

cluster.evaluation
Clustering Evaluation Index Based on Known Ground Truth
diss
TSclust Dissimilarity Computation
diss.ACF
Autocorrelation-based Dissimilarity
diss.AR.LPC.CEPS
Dissimilarity Based on LPC Cepstral Coefficients
diss.AR.MAH
Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
diss.AR.PIC
Model-based Dissimilarity Measure Proposed by Piccolo (1990)
diss.CDM
Compression-based Dissimilarity measure
diss.CID
Complexity-Invariant Distance Measure For Time Series
diss.COR
Correlation-based Dissimilarity
diss.CORT
Dissimilarity Index Combining Temporal Correlation and Raw...
diss.DTWARP
Dynamic Time Warping Distance
diss.DWT
Dissimilarity for Time Series Based on Wavelet Feature...
diss.EUCL
Euclidean Distance
diss.FRECHET
Frechet Distance
diss.INT.PER
Integrated Periodogram Based Dissimilarity
diss.NCD
Normalized Compression Distance
diss.PDC
Permutation Distribution Distance
diss.PER
Periodogram Based Dissimilarity
diss.PRED
Dissimilarity Measure Based on Nonparametric Forecast
diss.SPEC.GLK
Dissimilarity based on the Generalized Likelihood Ratio Test
diss.SPEC.ISD
Dissimilarity Based on the Integrated Squared Difference...
diss.SPEC.LLR
General Spectral Dissimilarity Measure Using Local-Linear...
electricity
Hourly Electricity Prices in the Spanish Market
interest.rates
Long-Term Interest Rates from 1995 to 2012
loo1nn.cv
Clustering Evaluation Index Based on Leave-one-out...
paired.tseries
Pairs of Time Series from Different Domains
pvalues.clust
Clustering Algorithm Based on p-values.
SAX
Symbolic Aggregate Aproximation related functions
synthetic.tseries
Synthetic Time Series for Clustering Performace Comparisons.
TSclust-package
Package for Time Series Clustering.

Files in this package

TSclust
TSclust/inst
TSclust/inst/CITATION
TSclust/NAMESPACE
TSclust/data
TSclust/data/electricity.RData
TSclust/data/paired.tseries.RData
TSclust/data/interest.rates.RData
TSclust/data/synthetic.tseries.RData
TSclust/R
TSclust/R/sax.R
TSclust/R/distpred_aux.R
TSclust/R/diss.R
TSclust/R/distpred.R
TSclust/R/distpred_aux2.R
TSclust/MD5
TSclust/DESCRIPTION
TSclust/ChangeLog
TSclust/man
TSclust/man/diss.PDC.Rd
TSclust/man/diss.SPEC.LLR.Rd
TSclust/man/cluster.evaluation.Rd
TSclust/man/diss.CDM.Rd
TSclust/man/TSclust-package.Rd
TSclust/man/diss.AR.MAH.Rd
TSclust/man/electricity.Rd
TSclust/man/pvalues.clust.Rd
TSclust/man/diss.AR.PIC.Rd
TSclust/man/interest.rates.Rd
TSclust/man/diss.FRECHET.Rd
TSclust/man/SAX.Rd
TSclust/man/paired.tseries.Rd
TSclust/man/diss.Rd
TSclust/man/diss.COR.Rd
TSclust/man/diss.SPEC.GLK.Rd
TSclust/man/diss.PRED.Rd
TSclust/man/synthetic.tseries.Rd
TSclust/man/diss.SPEC.ISD.Rd
TSclust/man/diss.PER.Rd
TSclust/man/diss.ACF.Rd
TSclust/man/diss.DTWARP.Rd
TSclust/man/diss.NCD.Rd
TSclust/man/diss.DWT.Rd
TSclust/man/diss.EUCL.Rd
TSclust/man/diss.CORT.Rd
TSclust/man/diss.CID.Rd
TSclust/man/diss.AR.LPC.CEPS.Rd
TSclust/man/loo1nn.cv.Rd
TSclust/man/diss.INT.PER.Rd