CORT.Measure: TEMPORAL CORRELATION MEASURE

In juancbellass/time-series-r-package: Time Series Similarity Indices

TEMPORAL CORRELATION MEASURE

Description

Computes the Temporal Correlation of Chouakria and Nagabhushan between two same length time series s1 and s2, and return the result of 1-abs(CORT).

Usage

CORT.Measure(s1, s2)

Arguments

s1	a numeric vector containing the first time series.
s2	a numeric vector containing the second time series.
k	a equal to 3.1 by default.

Value

a positive real number between 0 and 1. Where 0 is the maximum similarity and 1 the maximum dissimilarity.

References

for more details read Chouakria Douzal 2003.

juancbellass/time-series-r-package documentation built on Aug. 26, 2023, 8:06 p.m.