tempCor_fast: Temporal Correlation
In Jakob-Bach/FastTSDistances: Fast dissimilarity computations for time series
Description
Usage
Arguments
Value
References
Description
Calculates the temporal correlation (correlation between the difference vectors)
as defined by Chouakria and Nagabhushan (2007). We additionally set the
correlation between two constant series to 1 and between a constant and a
non-constant one to 0 to guarantee that the result is always a proper (aka
not NaN, not infinity) number.
Usage
1
tempCor_fast(x, y)
Arguments
x
1st numeric vector/time series.
y
2nd numeric vector/time series.
Value
The temporal correlation as double from the range [-1,1].
References
Chouakria, A. D. & Nagabhushan, P. N. (2007). Adaptive dissimilarity index
for measuring time series proximity. Advances in Data Analysis and
Classification, 1(1), 5-21.
Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.
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Description Usage Arguments Value References
Description
Calculates the temporal correlation (correlation between the difference vectors) as defined by Chouakria and Nagabhushan (2007). We additionally set the correlation between two constant series to 1 and between a constant and a non-constant one to 0 to guarantee that the result is always a proper (aka not NaN, not infinity) number.
Usage
1 | tempCor_fast(x, y)
|
Arguments
x |
1st numeric vector/time series. |
y |
2nd numeric vector/time series. |
Value
The temporal correlation as double from the range [-1,1].
References
Chouakria, A. D. & Nagabhushan, P. N. (2007). Adaptive dissimilarity index for measuring time series proximity. Advances in Data Analysis and Classification, 1(1), 5-21.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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