Distance Measures for Time Series Data
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)
Cross-correlation based distance.
Compression-based Dissimilarity measure
Complexity-Invariant Distance Measure For Time Series
Dissimilarities based on Pearson's correlation
Dissimilarity Index Combining Temporal Correlation and Raw Value Behav...
The Dissim distance is calculated.
Dynamic Time Warping distance.
Edit Distance for Real Sequences (EDR).
Edit Distance with Real Penalty (ERP).
Euclidean distance.
Example series.
Fourier Coefficient based distance.
Frechet distance
The infinite norm distance.
Integrated Periodogram based dissimilarity
K medoids clustering for a time series database using the selected dis...
LB_Keogh for DTW.
Longest Common Subsequence distance for Real Sequences.
Lp distances.
Manhattan distance.
Symbolic Aggregate Aproximation based dissimilarity
Minkowski distance.
Normalized Compression based distance
1NN classification for a pair of train/test time series datasets.
Partial Autocorrelation-based Dissimilarity
Permutation Distribution Distance
Periodogram based dissimilarity
Dissimilarity Measure Based on Nonparametric Forecasts
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 Estima- tion...
Short time series distance (STS).
Time Alignment Measurement (TAM) distance.
Tquest distance.
TSdist distance matrix computation.
Distance Measures for Time Series in R.
TSdist distance computation.
A set of commonly used distance measures and some additional functions which, although initially not designed for this purpose, can be used to measure the dissimilarity between time series. These measures can be used to perform clustering, classification or other data mining tasks which require the definition of a distance measure between time series. U. Mori, A. Mendiburu and J.A. Lozano (2016), <doi:10.32614/RJ-2016-058>.