Time Series Clustering Utilities
Clustering Evaluation Index Based on Known Ground Truth
Autocorrelation-based Dissimilarity
Dissimilarity Based on LPC Cepstral Coefficients
Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
Model-based Dissimilarity Measure Proposed by Piccolo (1990)
Compression-based Dissimilarity measure
Complexity-Invariant Distance Measure For Time Series
Correlation-based Dissimilarity
Dissimilarity Index Combining Temporal Correlation and Raw Values Beha...
Dynamic Time Warping Distance
Dissimilarity for Time Series Based on Wavelet Feature Extraction
Euclidean Distance
Frechet Distance
Integrated Periodogram Based Dissimilarity
Normalized Compression Distance
Permutation Distribution Distance
Periodogram Based Dissimilarity
Dissimilarity Measure Based on Nonparametric Forecast
TSclust Dissimilarity Computation
Dissimilarity based on the Generalized Likelihood Ratio Test
Dissimilarity Based on the Integrated Squared Difference between the L...
General Spectral Dissimilarity Measure Using Local-Linear Estimation o...
Clustering Evaluation Index Based on Leave-one-out One-nearest-neighbo...
Clustering Algorithm Based on p-values.
Symbolic Aggregate Aproximation related functions
Package for Time Series Clustering.
A set of measures of dissimilarity between time series to perform time series clustering. Metrics based on raw data, on generating models and on the forecast behavior are implemented. Some additional utilities related to time series clustering are also provided, such as clustering algorithms and cluster evaluation metrics.