c_binarization: Constructs the cumulative binarized time series associated...

In otsfeatures: Ordinal Time Series Analysis

Constructs the cumulative binarized time series associated with a given ordinal time series

Description

c_binarization constructs the cumulative binarized time series associated with a given ordinal time series.

Usage

c_binarization(series, states)

Arguments

series	An OTS (numerical vector with integers).
states	A numeric vector containing the corresponding states.

Details

Given an OTS of length T with range \mathcal{S}=\{s_0, s_1, s_2, …, s_n\} (s_0 < s_1 < s_2 < … < s_n), \overline{X}_t=\{\overline{X}_1,…, \overline{X}_T\}, the function constructs the cumulative binarized time series, which is defined as \overline{\boldsymbol Y}_t=\{\overline{\boldsymbol Y}_1, …, \overline{\boldsymbol Y}_T\}, with \overline{\boldsymbol Y}_k=(\overline{Y}_{k,0}, \overline{Y}_{k,1},…, \overline{Y}_{k,n-1})^\top such that \overline{Y}_{k,i}=1 if \overline{X}_k ≤ s_i (k=1,…,T, , i=0,…,n-1). The cumulative binarized series is constructed in the form of a matrix whose rows represent time observations and whose columns represent the states in the original series.

Value

The binarized time series.

Author(s)

Ángel López-Oriona, José A. Vilar

References

\insertRef

weiss2018introductionotsfeatures

\insertRef

lopez2023hardotsfeatures

Examples

c_binarized_series <- c_binarization(AustrianWages$data[[100]],
states = 0 : 5) # Constructing the cumulative binarized
# time series for one OTS in dataset AustrianWages

otsfeatures documentation built on March 7, 2023, 7:38 p.m.