all_bands {AnomalyScore} | R Documentation |
Pairwise band generation in a multivariate time series
Description
takes all the pairs of series in a multivariate set and compute the band between each pair od series
Usage
all_bands(series)
Arguments
series |
A matrix of n columns representing a multivariate time series, each column is a univariate time series |
Value
a list with two elements the lowerbounds of all (n)(n-1)/2 pairs and the upperbounds of the pairwise bands
See Also
Band Depth Clustering for Nonstationary Time Series and Wind Speed Behavior (2018) Tupper et al
Examples
X=matrix( rnorm(200), ncol=10 )
all_bands(X)
[Package AnomalyScore version 0.1 Index]