TSclust: Time Series Clustering Utilities

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.

AuthorPablo Montero Manso, José Antonio Vilar
Date of publication2014-11-18 22:30:04
MaintainerPablo Montero <pmontm@gmail.com>

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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.

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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