standarddistance {CHFF} | R Documentation |
For each history we calculate the standard distance score between the current history and all histories
standarddistance(char,History,hlength)
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. |
Returns the winning Score, the structures used in the winning score, and the winning history
Patrick Fleming
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).
data(tsdata) # Load time series data int R
CHFF(tsdata,10,3)