shapeBasedDistance: Shape-Based Distance

Description Usage Arguments Value References See Also

Description

Computes the dissimilarity as 1 - maximum normalized cross-correlation coefficient as described by Paparrizos and Gravano (2015). Multi-variate time series are handled by calculating the cross-correlation between corresponding attributes in x and y, averaging over attributes and then taking the average cross-correlation at the lag which maximizes it.

Usage

1

Arguments

x

1st numeric vector/time series.

y

2nd numeric vector/time series.

Value

The dissimilarity as numeric from the range [0,2].

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: crossCorNormalized


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