distance_matrix_mahalanobis {AnomalyScore} | R Documentation |
Pairwise distance matrix based on the mahalanobis distance
Description
Pairwise distance matrix of a multivariate time series based on the Mahalanobis distance between two series, modified to consider the different scales of series
Usage
distance_matrix_mahalanobis(unit)
Arguments
unit |
A matrix representing a multivariate time series where each column is a univariate time series. |
Value
a matrix with pairwise distances
See Also
Prekopcsak, Zoltan, and Daniel Lemire. "Time Series Classification by Class-Specific Mahalanobis Distance Measures." Advances in Data Analysis and Classification 6, no. 3 (October 2012): 185-200. doi:10.1007/s11634-012-0110-6
Examples
X=matrix( rnorm(2000), ncol=10 )
distance_matrix_mahalanobis(unit=X )
[Package AnomalyScore version 0.1 Index]