DEcort {AnomalyScore} | R Documentation |
Distance based on value and behavior of the time series
Description
Return a weighted distance based on a weighted sum of the Euclidean norm and the temporal correlation coefficient. The distance is inflated in the presence of NA compensating for the lack of information.
Usage
DEcort(k, S1, S2)
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 $Cort$. |
S1 |
A vector representing a univariate time series |
S2 |
A second vector representing a univariate time series |
Value
a non-zero value
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
S1=rnorm(100)
S2=rnorm(100)
k=1
DEcort(k,S1, S2)