cortFactor_fast: Temporal Correlation-Based Correction Factor for a Time...
In Jakob-Bach/FastTSDistances: Fast dissimilarity computations for time series
Description
Usage
Arguments
Details
Value
References
Description
Considers the dissimilarity of two time series regarding their behavior,
namely if they move in the same direction (diff vectors used) at the
different points in time. This correlation between [-1,1] is scaled with
the exponential function to (0,2) (depending on k) and should be
multiplied with another dissimilarity to enhance it with this behavioral
information. Introduced by Chouakria and Nagabhushan (2007).
Usage
1
cortFactor_fast(x, y, k = 2)
Arguments
x
1st numeric vector/time series.
y
2nd numeric vector/time series.
k
A non-negative constant for scaling.
Details
This factor is currently integrated as a parameter into the L2 distance and
dynamic time warping distance of this package.
Value
The correlation-based scaling factor as double from the range (0,2).
References
Chouakria, A. D. & Nagabhushan, P. N. (2007). Adaptive dissimilarity index
for measuring time series proximity. Advances in Data Analysis and
Classification, 1(1), 5-21.
Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value References
Description
Considers the dissimilarity of two time series regarding their behavior,
namely if they move in the same direction (diff vectors used) at the
different points in time. This correlation between [-1,1] is scaled with
the exponential function to (0,2) (depending on k) and should be
multiplied with another dissimilarity to enhance it with this behavioral
information. Introduced by Chouakria and Nagabhushan (2007).
Usage
1 | cortFactor_fast(x, y, k = 2)
|
Arguments
x |
1st numeric vector/time series. |
y |
2nd numeric vector/time series. |
k |
A non-negative constant for scaling. |
Details
This factor is currently integrated as a parameter into the L2 distance and dynamic time warping distance of this package.
Value
The correlation-based scaling factor as double from the range (0,2).
References
Chouakria, A. D. & Nagabhushan, P. N. (2007). Adaptive dissimilarity index for measuring time series proximity. Advances in Data Analysis and Classification, 1(1), 5-21.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.