runKLDMtx: KL Divergence of multiple time series (runKLDVec)

In jcpetkovich/rspatiotemp:

Description

Convert time series data to SAX, group Train and Test sequences, compute each distribution then graph the KL divergence between every combination of two sequences

Usage

runKLDMtx(rawData, saxGroupSize, saxAlphabetSize, dMarkovSize, disStep,
  disWindowSize, k)

Arguments

rawData	A vector of the raw data/time series data
saxGroupSize	The group size when converting data into SAX representation
saxAlphabetSize	The alphabet size when converting data into SAX representation
dMarkovSize	The size when grouping observed data to predict the next hidden state
disStep	The step size of sampling when computing the distribution
disWindowSize	The size of the sample when computing the distribution
k	The maximum number of nearest neighbours when computing the KL divergence

Value

This function does not return anything. However it does create a png of all the KL divergences

jcpetkovich/rspatiotemp documentation built on May 18, 2019, 10:26 p.m.