TSdist: Distance Measures for Time Series Data

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.

AuthorUsue Mori, Alexander Mendiburu, J.A. Lozano
Date of publication2016-05-14 23:26:12
MaintainerUsue Mori <usue.mori@ehu.eus>
LicenseGPL (>= 2)
Version3.3

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...

Functions

ACFDistance Man page
ARLPCCepsDistance Man page
ARMahDistance Man page
ARPicDistance Man page
CCorDistance Man page
CDMDistance Man page
CIDDistance Man page
CorDistance Man page
CortDistance Man page
DissimDistance Man page
DTWDistance Man page
EDRDistance Man page
ERPDistance Man page
EuclideanDistance Man page
example.database Man page
example.database Man page
example.database2 Man page
example.database3 Man page
example.series Man page
example.series1 Man page
example.series2 Man page
example.series3 Man page
example.series4 Man page
FourierDistance Man page
FrechetDistance Man page
InfNormDistance Man page
IntPerDistance Man page
KMedoids Man page
LBKeoghDistance Man page
LCSSDistance Man page
LPDistance Man page
ManhattanDistance Man page
MindistSaxDistance Man page
MinkowskiDistance Man page
NCDDistance Man page
OneNN Man page
PACFDistance Man page
PDCDistance Man page
PerDistance Man page
PredDistance Man page
SpecGLKDistance Man page
SpecISDDistance Man page
SpecLLRDistance Man page
STSDistance Man page
TquestDistance Man page
TSDatabaseDistances Man page
TSdist Man page
TSDistances Man page
TSdist-package Man page
WavDistance Man page
zoo.database Man page
zoo.series1 Man page
zoo.series2 Man page

Files

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

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