dxy_bands {AnomalyScore} | R Documentation |
Band depth distance between 2 time series given a set of bands
Description
Distance based on a depth concept, given a set of bands a modified Jaccard measure is compute between the sets of indices that two series share, the Jaccard distances then are averaged over all informative bands.
Usage
dxy_bands(allbands, x, y)
Arguments
allbands |
a list with two elements the lowerbounds of all (n)(n-1)/2 pairs and the upperbounds of the pairwise bands. |
x |
A vector representing a univariate time series |
y |
A vector representing a univariate time series |
Value
A non-negative value representing the distance between two time series, based on the concept of band depth.
See Also
Band Depth Clustering for Nonstationary Time Series and Wind Speed Behavior (2018) Tupper et al
Examples
X=matrix( rnorm(200), ncol=10 )
M=all_bands(X)
dxy_bands(M,X[,1],X[,2] )
[Package AnomalyScore version 0.1 Index]