ts_dist: Calculate distances between pairs of time series in a list.

In ts2net: From Time Series to Networks

Calculate distances between pairs of time series in a list.

Description

This function calculates the distance between all combinations of time series in the list and returns a distance matrix. This function is usually the first try and might work if the number of time series and their length are not too big.

Usage

ts_dist(
  ts_list,
  dist_func = tsdist_cor,
  is_symetric = TRUE,
  error_value = NaN,
  warn_error = TRUE,
  num_cores = 1,
  ...
)

Arguments

ts_list	List of time series (arrays).
dist_func	Function to be applied to all combinations of time series. This function should have at least two parameters for each time series. Ex: function(ts1, ts2) cor(ts1, ts2)
is_symetric	Boolean. If the distance function is symmetric.
error_value	The value returned if an error occur when calculating a the distance for a pair of time series.
warn_error	Boolean. If TRUE (default), a warning will rise when an error occur during the calculations.
num_cores	Numeric. Number of cores
...	Additional parameters for measureFunc

Value

A distance or similarity matrix M whose position M_ij corresponds to distance or similarity value between time series i and j.

ts2net documentation built on June 9, 2022, 9:06 a.m.