TSdist: Distance Measures for Time Series Data

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A set of commonly used distance measures and some additional functions which, although initially not designed for this purpose, can be used to measure the dissimilarity between time series. These measures can be used to perform clustering, classification or other data mining tasks which require the definition of a distance measure between time series.

Author
Usue Mori, Alexander Mendiburu, J.A. Lozano
Date of publication
2016-05-14 23:26:12
Maintainer
Usue Mori <usue.mori@ehu.eus>
License
GPL (>= 2)
Version
3.3

View on CRAN

Man pages

ACFDistance
Autocorrelation-based Dissimilarity
ARLPCCepsDistance
Dissimilarity Based on LPC Cepstral Coefficients
ARMahDistance
Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
ARPicDistance
Model-based Dissimilarity Measure Proposed by Piccolo (1990)
CCorDistance
Cross-correlation based distance.
CDMDistance
Compression-based Dissimilarity measure
CIDDistance
Complexity-Invariant Distance Measure For Time Series
CorDistance
Dissimilarities based on Pearson's correlation
CortDistance
Dissimilarity Index Combining Temporal Correlation and Raw...
DissimDistance
The Dissim distance is calculated.
DTWDistance
Dynamic Time Warping distance.
EDRDistance
Edit Distance for Real Sequences (EDR).
ERPDistance
Edit Distance with Real Penalty (ERP).
EuclideanDistance
Euclidean distance.
example.database
Example databases.
example.database2
Example synthetic database with series belonging to different...
example.database3
Example synthetic database with series belonging to different...
example.series
Example series.
FourierDistance
Fourier Coefficient based distance.
FrechetDistance
Frechet distance
InfNormDistance
The infinite norm distance.
IntPerDistance
Integrated Periodogram based dissimilarity
KMedoids
K medoids clustering for a time series database using the...
LBKeoghDistance
LB_Keogh for DTW.
LCSSDistance
Longest Common Subsequence distance for Real Sequences.
LPDistance
Lp distances.
ManhattanDistance
Manhattan distance.
MindistSaxDistance
Symbolic Aggregate Aproximation based dissimilarity
MinkowskiDistance
Minkowski distance.
NCDDistance
Normalized Compression based distance
OneNN
1NN classification for a pair of train/test time series...
PACFDistance
Partial Autocorrelation-based Dissimilarity
PDCDistance
Permutation Distribution Distance
PerDistance
Periodogram based dissimilarity
PredDistance
Dissimilarity Measure Based on Nonparametric Forecasts
SpecGLKDistance
Dissimilarity based on the Generalized Likelihood Ratio Test
SpecISDDistance
Dissimilarity Based on the Integrated Squared Difference...
SpecLLRDistance
General Spectral Dissimilarity Measure Using Local-Linear...
STSDistance
Short time series distance (STS).
TquestDistance
Tquest distance.
TSDatabaseDistances
TSdist distance matrix computation.
TSDistances
TSdist distance computation.
TSdist-package
Distance Measures for Time Series in R.
WavDistance
Dissimilarity for Time Series Based on Wavelet Feature...

Files in this package

TSdist
TSdist/inst
TSdist/inst/tests
TSdist/inst/tests/test.oneNN.R
TSdist/inst/tests/test.lp.R
TSdist/inst/tests/test.tsclust.R
TSdist/inst/tests/test.fourier.R
TSdist/inst/tests/test.dtw.R
TSdist/inst/tests/test.pdc.R
TSdist/inst/tests/test.lbkeogh.R
TSdist/inst/tests/test.sts.R
TSdist/inst/tests/test.frechet.R
TSdist/inst/tests/test.erp.R
TSdist/inst/tests/test.lcss.R
TSdist/inst/tests/test.dissim.R
TSdist/inst/tests/test.TSDistances.R
TSdist/inst/tests/test.tquest.R
TSdist/inst/tests/test.TSDatabaseDistances.R
TSdist/inst/tests/test.edr.R
TSdist/inst/tests/test.kmedoids.R
TSdist/inst/tests/test.crosscorrelation.R
TSdist/inst/doc
TSdist/inst/doc/README.pdf
TSdist/inst/doc/Examples.pdf
TSdist/tests
TSdist/tests/testthat.R
TSdist/src
TSdist/src/LCSSnw.c
TSdist/src/EDRnw.c
TSdist/src/EDR.c
TSdist/src/LCSS.c
TSdist/src/ERPnw.c
TSdist/src/ERP.c
TSdist/NAMESPACE
TSdist/data
TSdist/data/zoo.series1.RData
TSdist/data/example.series4.RData
TSdist/data/example.database.RData
TSdist/data/example.series2.RData
TSdist/data/example.series1.RData
TSdist/data/example.database2.RData
TSdist/data/zoo.series2.RData
TSdist/data/zoo.database.RData
TSdist/data/example.database3.RData
TSdist/data/example.series3.RData
TSdist/R
TSdist/R/lp_distances.R
TSdist/R/TSclust_internals.R
TSdist/R/longitudinalData_wrapper.R
TSdist/R/cross_correlation_distance.R
TSdist/R/keogh_lb_distance.R
TSdist/R/erp_distance.R
TSdist/R/K-medoids.R
TSdist/R/tquest_distance.R
TSdist/R/dissim_distance.R
TSdist/R/edr_distance.R
TSdist/R/pdc_wrapper.R
TSdist/R/fourier_distance.R
TSdist/R/TSclust_wrappers.R
TSdist/R/proxy_wrappers.R
TSdist/R/special_pairwise_calculations.R
TSdist/R/dtw_wrapper.R
TSdist/R/database_distances.R
TSdist/R/1NN.R
TSdist/R/sts_distance.R
TSdist/R/ts_distances.R
TSdist/R/lcss_distance.R
TSdist/R/zzz.R
TSdist/MD5
TSdist/DESCRIPTION
TSdist/man
TSdist/man/MinkowskiDistance.Rd
TSdist/man/ACFDistance.Rd
TSdist/man/example.database2.Rd
TSdist/man/example.database.Rd
TSdist/man/example.series.Rd
TSdist/man/PredDistance.Rd
TSdist/man/MindistSaxDistance.Rd
TSdist/man/CCorDistance.Rd
TSdist/man/ARLPCCepsDistance.Rd
TSdist/man/PACFDistance.Rd
TSdist/man/TSDatabaseDistances.Rd
TSdist/man/FourierDistance.Rd
TSdist/man/PerDistance.Rd
TSdist/man/ERPDistance.Rd
TSdist/man/OneNN.Rd
TSdist/man/WavDistance.Rd
TSdist/man/TquestDistance.Rd
TSdist/man/ARPicDistance.Rd
TSdist/man/STSDistance.Rd
TSdist/man/example.database3.Rd
TSdist/man/CortDistance.Rd
TSdist/man/TSdist-package.Rd
TSdist/man/EuclideanDistance.Rd
TSdist/man/InfNormDistance.Rd
TSdist/man/CDMDistance.Rd
TSdist/man/DissimDistance.Rd
TSdist/man/ARMahDistance.Rd
TSdist/man/NCDDistance.Rd
TSdist/man/TSDistances.Rd
TSdist/man/IntPerDistance.Rd
TSdist/man/SpecGLKDistance.Rd
TSdist/man/LBKeoghDistance.Rd
TSdist/man/LPDistance.Rd
TSdist/man/CIDDistance.Rd
TSdist/man/DTWDistance.Rd
TSdist/man/SpecISDDistance.Rd
TSdist/man/LCSSDistance.Rd
TSdist/man/SpecLLRDistance.Rd
TSdist/man/CorDistance.Rd
TSdist/man/KMedoids.Rd
TSdist/man/FrechetDistance.Rd
TSdist/man/PDCDistance.Rd
TSdist/man/EDRDistance.Rd
TSdist/man/ManhattanDistance.Rd