crossCorNormalized: Normalized Cross-Correlation Function

Description Usage Arguments Value References See Also

Description

Computes the cross-correlation function between two vectors and normalizes it with the l2 norms of the vectors (so values are between -1 and 1). Internally, convolution and FFT are used as described by Paparrizos and Gravano (2015).

Usage

1

Arguments

x

1st numeric vector/time series.

y

2nd numeric vector/time series.

Value

The normalized cross-correlation as vector (length equals |x| + |y| - 1.

References

Paparrizos, J. & Gravano, L. (2015). K-shape: Efficient and accurate clustering of time series. In Proceedings of the 2015 acm sigmod international conference on management of data (pp. 1855–1870). ACM.

See Also

Other cross-correlation functions: shapeBasedDistance


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