distance_matrix_dtw {AnomalyScore} | R Documentation |
Normalized distance matrix from dynamic time-warping distance
Description
pairwise distance matrix of a multivariate time series based on a minimal mapping between two time series weighted by temporal correlation
Usage
distance_matrix_dtw(k, unit, maxwindow)
Arguments
k |
The parameter $k$ controls the contribution of the sum of squares comparison as a value-based metric and the $Cort$ quantity as a behavioral metric; when $k=0$, then the distance is equal to the value-based metric, on the other hand, when $k=6$ the distance is mainly determined by the value of the temporal correlation $Cort$. |
unit |
A matrix representing a multivariate time series where each column is a univariate time series. |
maxwindow |
the maximum shift allowed between time series points. |
Value
a matrix with pairwise distances
See Also
For more details, check the dtw
package documentation on CRAN
Examples
X=matrix( rnorm(200), ncol=10 )
k=2
maxwindow=10
distance_matrix_dtw(k,X,maxwindow)
[Package AnomalyScore version 0.1 Index]