followingNetwork: followingNetwork function

In mFLICA: Leadership-Inference Framework for Multivariate Time Series

Description

followingNetwork is a support function for calculating a following network of a set of time series

Usage

followingNetwork(TS, timeLagWindow, lagWindow = 0.1, sigma = 0.1)

Arguments

TS	is a set of time series where TS[i,t,d] is a numeric value of ith time series at time t and dimension d.
timeLagWindow	is a maximum possible time delay in the term of time steps.
lagWindow	is a maximum possible time delay in the term of percentage of time length of TS.
sigma	is a threshold of following relation. It is used to discretize an adjacency matrix adjWeightedMat to be a binary matrix adjBinMat.

Value

This function returns adjacency matrices of a following network of TS.

adjWeightedMat	An adjacency matrix of a following network s.t. if adjWeightedMat[i,j]>0, then TS[i,,] follows TS[j,,] with a degree adjWeightedMat[i,j].
adjBinMat	A binary version of adjWeightedMat s.t. adjBinMat[i,j] <- (adjWeightedMat[i,j] >=sigma) for any i,j.

Examples

# Run the function

out<-followingNetwork(TS=mFLICA::TS[,60:90,],sigma=0.5)

mFLICA documentation built on Jan. 24, 2022, 5:09 p.m.