distance_matrix_cortNorm {AnomalyScore} | R Documentation |
Normalized distance matrix from a pattern recognition distance
Description
pairwise distance matrix of a multivariate time series based on a value (Coefficient of variation) and behavior (temporal correlation) measures
Usage
distance_matrix_cortNorm(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
Guillermo Granados, and Idris Eckley. "Electricity Demand of Buildings Benchmarked via Regression Trees on Nearest Neighbors Anomaly Scores"
Examples
X=matrix( rnorm(200), ncol=10 )
k=2
distance_matrix_cortNorm(k,X)
[Package AnomalyScore version 0.1 Index]