Time Series Clustering Utilities

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Documentation for package ‘TSclust’ version 1.3.1

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TSclust-package Package for Time Series Clustering.
cluster.evaluation Clustering Evaluation Index Based on Known Ground Truth
convert.to.SAX.symbol Symbolic Aggregate Aproximation related functions
diss TSclust Dissimilarity Computation
diss.ACF Autocorrelation-based Dissimilarity
diss.AR.LPC.CEPS Dissimilarity Based on LPC Cepstral Coefficients
diss.AR.MAH Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
diss.AR.PIC Model-based Dissimilarity Measure Proposed by Piccolo (1990)
diss.CDM Compression-based Dissimilarity measure
diss.CID Complexity-Invariant Distance Measure For Time Series
diss.COR Correlation-based Dissimilarity
diss.CORT Dissimilarity Index Combining Temporal Correlation and Raw Values Behaviors
diss.DTWARP Dynamic Time Warping Distance
diss.DWT Dissimilarity for Time Series Based on Wavelet Feature Extraction
diss.EUCL Euclidean Distance
diss.FRECHET Frechet Distance
diss.INT.PER Integrated Periodogram Based Dissimilarity
diss.MINDIST.SAX Symbolic Aggregate Aproximation related functions
diss.NCD Normalized Compression Distance
diss.PACF Autocorrelation-based Dissimilarity
diss.PDC Permutation Distribution Distance
diss.PER Periodogram Based Dissimilarity
diss.PRED Dissimilarity Measure Based on Nonparametric Forecast
diss.SAX Symbolic Aggregate Aproximation related functions
diss.SPEC.GLK Dissimilarity based on the Generalized Likelihood Ratio Test
diss.SPEC.ISD Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
diss.SPEC.LLR General Spectral Dissimilarity Measure Using Local-Linear Estimation of the Log-Spectra
electricity Hourly Electricity Prices in the Spanish Market
interest.rates Long-Term Interest Rates from 1995 to 2012
loo1nn.cv Clustering Evaluation Index Based on Leave-one-out One-nearest-neighbor Evaluation
MINDIST.SAX Symbolic Aggregate Aproximation related functions
PAA Symbolic Aggregate Aproximation related functions
paired.tseries Pairs of Time Series from Different Domains
pvalues.clust Clustering Algorithm Based on p-values.
SAX.plot Symbolic Aggregate Aproximation related functions
synthetic.tseries Synthetic Time Series for Clustering Performace Comparisons.
TSclust Package for Time Series Clustering.