Description Usage Arguments Details Value Author(s) References See Also Examples

Performs an unsupervised feature extration using orthogonal wavelets on the series and returns the Euclidean distance between the wavelet approximations in an appropriate scale.

1 | ```
diss.DWT(series)
``` |

`series` |
Numeric matrix with row order time series |

This method differs from other dissimilarities in that pairwise dissimilaries depend on the whole dataset that is given to `diss.DWT`

, hence, there is no pairwise version of the function defined, only accepts whole datasets.
The set of original series is replaced by their wavelet approximation coefficients in an appropriate scale, and the dissimilarity between two series is computed as the Euclidean distance between these coefficients. The appropriate scale is automatically determined by using an algorithm addressed to obtain an efficient reduction of the dimensionality but preserving as much information from the original data as possible. The algorithm is introduced by Zhang, Ho, Zhang, and Lin (2006).

Returns an object of type `dist`

with the pairwise distances.

Pablo Montero Manso, José Antonio Vilar.

Zhang, H., Ho, T. B., Zhang, Y., and Lin, M. (2006) Unsupervised feature extraction for time series clustering using orthogonal wavelet transform. *INFORMATICA-LJUBLJANA-*, **30(3)**, 305.

Montero, P and Vilar, J.A. (2014) *TSclust: An R Package for Time Series Clustering.* Journal of Statistical Software, 62(1), 1-43. http://www.jstatsoft.org/v62/i01/.

1 2 3 4 5 6 7 |

```
Loading required package: wmtsa
Loading required package: pdc
Loading required package: cluster
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE
3: .onUnload failed in unloadNamespace() for 'rgl', details:
call: fun(...)
error: object 'rgl_quit' not found
out.series
66.81940
28.94261 73.63938
```

TSclust documentation built on Nov. 17, 2017, 7:24 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.