standarddistance {CHFF}

R Documentation

Calculates Standard Distance Score

Description

For each history we calculate the standard distance score between the current history and all histories

Usage

standarddistance(char,History,hlength)

Arguments

char	The number iof characteristics to consider when searching for the ”closest” history. 16 is the complete set of possible characters, 14 leaves off the x and y posistions on uses 7 x slopes and 7 y slopes only.
History	The history space
hlength	The length of the history space.

Value

Returns the winning Score, the structures used in the winning score, and the winning history

Author(s)

Patrick Fleming

References

Caudle, KA, Fleming, PS, Frey, MR and Brubaker, N. "Next Generation of Flow Field Forecasting", Proceedings of the Joint Statistical Meetings of the American Statistical Association, Seattle, WA., 8 August-13 August (2015).

Frey, Michael R., and Kyle A. Caudle. "Flow field forecasting for univariate time series." Statistical Analysis and Data Mining (2013).

Examples

data(tsdata) # Load time series data int R
CHFF(tsdata,10,3)

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