pdcEntropyHeuristicMult: Multi-variate Permutation Distribution Entropy Heuristic

Description Usage Arguments Value References See Also

Description

Multi-variate version of pdcEntropyHeuristic which splits multi-variate time series (matrices) in multiple uni-variate time series (vectors) before applying the heuristic. This approach was proposed in the dissertation of Brandmaier (2011, p. 25).

Usage

1

Arguments

tsList

A list of numeric vectors and/or matrixes which represent uni-variate and/or multi-variate time series.

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, pdcEntropyHeuristic, pdcEntropy


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