ERPDistMult_fast: (Fast) Multi-variate Edit Distance with Real Penalty

In Jakob-Bach/FastTSDistances: Fast dissimilarity computations for time series

Description

Multi-variate version of ERPDist_fast. Uses the L1 norm for point-to-point distance computations.

Usage

ERPDistMult_fast(x, y, gapValue, normalize = FALSE)

Arguments

x	1st numeric matrix/multi-variate time series.
y	2nd numeric matrix/multi-variate time series.
gapValue	If an element of one series is not matched to the other series, its distance to the gapValue is computed instead (0 might be a sensible default for standardized series).
normalize	Divide by the length of the longer time series (= minimum amount of assignment steps) to account for series of different lengths in your dataset.

Value

The distance as double.

References

Chen, L., & Ng, R. (2004, August). On the marriage of lp-norms and edit distance. In Proceedings of the Thirtieth international conference on Very large data bases-Volume 30 (pp. 792-803). VLDB Endowment.

See Also

Other Edit distance functions: EDRDistMult_fast, EDRDistSakoeChibaMult_fast, EDRDistSakoeChiba_fast, EDRDist_fast, ERPDistSakoeChibaMult_fast, ERPDistSakoeChiba_fast, ERPDistSakoeChiba, ERPDist_fast, ERPDist

Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.