Description Usage Arguments Value References
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.
1 | tempCor_fast(x, y)
|
x |
1st numeric vector/time series. |
y |
2nd numeric vector/time series. |
The temporal correlation as double from the range [-1,1].
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.
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