l2CompCorFactor_fast: L2 Complexity Correction Factor for a Time Series Distance

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

Description

Calculates the complexity correction factor for the distance between two time series, using the L2 norm of each time series' diff vector as complexity estimate. Can be combined with any distance as a scaling factor (distances between vectors of different complexity become more prominent). Does not obey the triangular equality if its combined with the Euclidean distance, but a relaxed version (see reference).

Usage

l2CompCorFactor_fast(x, y)

Arguments

x	1st numeric vector/time series.
y	2nd numeric vector/time series.

Details

This factor is currently integrated as a parameter into the L2 distance and dynamic time warping distance of this package.

Value

The complexity correction factor as double. Is infinity if one series is constant and the other one not.

References

Batista, G. E., Keogh, E. J., Tataw, O. M. & De Souza, V. M. (2014). Cid: An efficient complexity-invariant distance for time series. Data Mining and Knowledge Discovery, 28(3), 634-669.

See Also

l2Dist_fast, DTWDist_fast

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