Distance Measures for Time Series Data

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Documentation for package ‘TSdist’ version 2.2

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TSdist-package Distance Measures for Time Series in R.
acfDistance Autocorrelation-based Dissimilarity
ar.lpc.cepsDistance Dissimilarity Based on LPC Cepstral Coefficients
ar.mahDistance Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
ar.picDistance 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
dissimapproxDistance The approximated Dissim distance is calculated.
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
inf.normDistance The infinite norm distance.
int.perDistance Integrated Periodogram based dissimilarity
k.medoids K medoids clustering for a time series database using the selected distance measure.
lb.keoghDistance LB_Keogh for DTW.
lcssDistance Longest Common Subsequence distance for Real Sequences.
lpDistance Lp distances.
manhattanDistance Manhattan distance.
mindist.saxDistance 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
spec.glkDistance Dissimilarity based on the Generalized Likelihood Ratio Test
spec.isdDistance Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
spec.llrDistance General Spectral Dissimilarity Measure Using Local-Linear Estima- tion of the Log-Spectra
stsDistance Short time series distance (STS).
tquestDistance Tquest distance.
tsDatabaseDistances TSdist distance matrix computation.
TSdist Distance Measures for Time Series in R.
tsDistances TSdist distance computation.
wavDistance Dissimilarity for Time Series Based on Wavelet Feature Extraction
zoo.database Example databases.
zoo.series1 Example series.
zoo.series2 Example series.