distance_matrix_cort {AnomalyScore} | R Documentation |
Distance matrix from a pattern recognition distance
Description
pairwise distance matrix of a multivariate time series based on a value (Euclidean distance) and behavior (temporal correlation) measures
Usage
distance_matrix_cort(k, unit)
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. |
Value
a matrix with pairwise distances
See Also
Douzal-Chouakria, Ahlame, and Cecile Amblard. "Classification Trees for Time Series." Pattern Recognition 45, no. 3 (March 2012): 1076-91. doi:10.1016/j.patcog.2011.08.018
Examples
X=matrix( rnorm(200), ncol=10 )
k=2
distance_matrix_cort(k,X)