distance_matrix_mvLWS {AnomalyScore} | R Documentation |
Pairwise distance matrix based on the multivariate locally wavelet partial coherence
Description
Pairwise distance matrix based on the multivariate locally wavelet partial coherence
Usage
distance_matrix_mvLWS(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
Park, Timothy, Idris A. Eckley, and Hernando C. Ombao. "Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes." IEEE Transactions on Signal Processing 62, no. 20 (October 2014): 5240-50. doi:10.1109/TSP.2014.2343937
Examples
X=matrix( rnorm(2000), ncol=10 )
distance_matrix_mvLWS(unit=X)
[Package AnomalyScore version 0.1 Index]