SpMatrixCalc: Calculate Seasonal Similarity Matrix

In knnwtsim: K Nearest Neighbor Forecasting with a Tailored Similarity Metric

Calculate Seasonal Similarity Matrix

Description

Generates and returns an n x n matrix by calculating the seasonal dissimilarity for each possible pair of points in a vector of seasonal periods, then converts dissimilarity matrix to a similarity matrix using 1 / (D_p + 1).

Usage

SpMatrixCalc(v, nPeriods)

Arguments

v	positive numeric vector with the seasonal periods corresponding to each point in the response series.
nPeriods	positive numeric value representing the maximum value v can take on.

Value

numeric matrix of seasonal similarities for the vector v.

See Also

• Trupiano (2021) arXiv:2112.06266 for information on the formulation of this seasonal similarity measure.

• SeasonalAbsDissimilarity() for the function used to calculate seasonal dissimilarity.

Examples

SpMatrixCalc(c(1, 2, 4), 4)

knnwtsim documentation built on March 18, 2022, 6 p.m.