PSDAA_fast: Piecewise Standard Deviation Aggregate Approximation

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

Description

Divides a time series into windowCount frames of equal length and represents each interval by its standard deviation. If the time series length is not divisible by the number of windows, one element might belong to two windows, but only with a certain fraction to each.

Usage

PSDAA_fast(x, windowCount, sample = FALSE)

Arguments

x	Numeric vector/time series.
windowCount	The number of windows for the shortened time series.
sample	Compute sample standard deviation instead of population standard deviation (divide by n-1 instead of n).

Details

The function is similar to PAA_fast, but simply uses a different aggregate.

Value

A numeric vector of the length windowCount.

See Also

Other piecewise aggregation functions: PAA_fast, PKurtAA_fast, PMaxAA_fast, PMedAA_fast, PMinAA_fast, PSkewAA_fast

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