averageTimeSeriesList: Average Time Series

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

Description

Averages a list of equal-length uni- or multivariate time series based on dissimilarities (which are normalized, transformed to similarities and used as weights), puting more weight on series which have a higher similarity (lower dissimilarity).

Usage

averageTimeSeriesList(tsList, dissimilarities,
  dissWeightConversion = "minmax")

Arguments

tsList	A list of numeric vectors/matrices (uni-/multivariate time series).
dissimilarities	A numeric vector of dissimilarity values (same length as the list of time series).
dissWeightConversion	Strategy for converting similarities to dissimilarities. Might be "minmax" (linear), "gaussian" or "laplacian".

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