pdcEntropyHeuristic: Permutation Distribution Entropy Heuristic

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

Description

Simplified and stabilized version of the entropy heuristic used by Brandmaier (2015) (pdc::entropyHeuristic) to determine the subsequence length in permutation distribution clustering. Shortens the code a bit and can handle time series with only one permutation pattern.

Usage

pdcEntropyHeuristic(tsList)

Arguments

tsList

A list of numeric vectors/time series (which should each have a minimum length of two).

Value

The optimal subsequence/pattern length as integer from the range [2,7].

References

Brandmaier, A. M. (2011). Permutation distribution clustering and structural equation model trees (Doctoral dissertation, Universität des Saarlandes, Saarbrücken).

Brandmaier, A. M. (2015). pdc: An R Package for Complexity-Based Clustering of Time Series. Journal of Statistical Software, 67(5), 1-23.

See Also

Other PDC functions: pdcDistTSListMult, pdcDistTSList, pdcDistTwoTSMult, pdcDistTwoTS, pdcEntropyHeuristicMult, pdcEntropy

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