Distance Measures for Time Series Data


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Documentation for package ‘TSdist’ version 3.7.1

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TSdist-package Distance Measures for Time Series in R.
ACFDistance Autocorrelation-based Dissimilarity
ARLPCCepsDistance Dissimilarity Based on LPC Cepstral Coefficients
ARMahDistance Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
ARPicDistance Model-based Dissimilarity Measure Proposed by Piccolo (1990)
CCorDistance Cross-correlation based distance.
CDMDistance Compression-based Dissimilarity measure
CIDDistance Complexity-Invariant Distance Measure For Time Series
CorDistance Dissimilarities based on Pearson's correlation
CortDistance Dissimilarity Index Combining Temporal Correlation and Raw Value Behaviors
DissimDistance The Dissim distance is calculated.
DTWDistance Dynamic Time Warping distance.
EDRDistance Edit Distance for Real Sequences (EDR).
ERPDistance Edit Distance with Real Penalty (ERP).
EuclideanDistance Euclidean distance.
example.database Example databases.
example.database2 Example synthetic database with series belonging to different classes.
example.database3 Example synthetic database with series belonging to different classes.
example.series Example series.
example.series1 Example series.
example.series2 Example series.
example.series3 Example series.
example.series4 Example series.
FourierDistance Fourier Coefficient based distance.
FrechetDistance Frechet distance
InfNormDistance The infinite norm distance.
IntPerDistance Integrated Periodogram based dissimilarity
KMedoids K medoids clustering for a time series database using the selected distance measure.
LBKeoghDistance LB_Keogh for DTW.
LCSSDistance Longest Common Subsequence distance for Real Sequences.
LPDistance Lp distances.
ManhattanDistance Manhattan distance.
MindistSaxDistance Symbolic Aggregate Aproximation based dissimilarity
MinkowskiDistance Minkowski distance.
NCDDistance Normalized Compression based distance
OneNN 1NN classification for a pair of train/test time series datasets.
PACFDistance Partial Autocorrelation-based Dissimilarity
PDCDistance Permutation Distribution Distance
PerDistance Periodogram based dissimilarity
PredDistance Dissimilarity Measure Based on Nonparametric Forecasts
SpecGLKDistance Dissimilarity based on the Generalized Likelihood Ratio Test
SpecISDDistance Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
SpecLLRDistance General Spectral Dissimilarity Measure Using Local-Linear Estima- tion of the Log-Spectra
STSDistance Short time series distance (STS).
TAMDistance Time Alignment Measurement (TAM) distance.
TquestDistance Tquest distance.
TSDatabaseDistances TSdist distance matrix computation.
TSdist Distance Measures for Time Series in R.
TSDistances TSdist distance computation.
zoo.database Example databases.
zoo.series1 Example series.
zoo.series2 Example series.