Machine Learning Algorithms for Multivariate Time Series
Constructs a pairwise distance matrix based on two-dimensional singula...
Constructs a pairwise distance matrix based on auto and cross-correlat...
Constructs a pairwise distance matrix based on multivariate dynamic ti...
Constructs a pairwise distance matrix based on multivariate dynamic ti...
A forecasting procedure for MTS based on lag-embedding matrices
Constructs a pairwise distance matrix based on the Eros distance measu...
Constructs a pairwise distance matrix based on the Euclidean distance
Constructs a pairwise distance matrix based on the Frechet distance
Constructs a pairwise distance matrix based on the generalized cross-c...
Constructs a pairwise distance matrix based on feature extraction
Constructs a plot of a MTS
Constructs a pairwise distance matrix based on locality preserving pro...
Constructs a pairwise distance matrix based on a dissimilarity combini...
Constructs a pairwise distance matrix based on the Mahalanobis distanc...
Constructs a pairwise distance matrix based on maximal cross-correlati...
Constructs a pairwise distance matrix based on the maximum overlap dis...
Constructs a pairwise distance matrix based on Principal Component Ana...
Constructs a pairwise distance matrix relying on a piecewise represent...
Constructs a pairwise distance matrix based on the quantile cross-spec...
Constructs a pairwise distance matrix based on the quantile cross-cova...
Constructs a pairwise distance matrix based on estimated spectral matr...
Constructs a pairwise distance matrix based on VPCA and SWMD
Constructs a pairwise distance matrix based on the estimated VAR coeff...
Model-based dissimilarity proposed by Maharaj (1999)
Performs the crisp clustering algorithm of Li (2019)
Constructs a pairwise distance matrix based on feature extraction
Constructs a pairwise distance matrix based on feature extraction
Constructs the F4 classifier of López-Oriona and Vilar (2021)
Constructs a nearest neighbours-based classifier and returns the predi...
mlmts: Machine Learning Algorithms for Multivariate Time Series.
Constructs the outlier detection procedure of López-Oriona and Vilar (...
Constructs a 2-dimensional scaling plot based on a given dissimilarity...
Performs the fuzzy clustering algorithm of He and Tan (2020).
An implementation of several machine learning algorithms for multivariate time series. The package includes functions allowing the execution of clustering, classification or outlier detection methods, among others. It also incorporates a collection of multivariate time series datasets which can be used to analyse the performance of new proposed algorithms. Some of these datasets are stored in GitHub data packages 'ueadata1' to 'ueadata8'. To access these data packages, run 'install.packages(c('ueadata1', 'ueadata2', 'ueadata3', 'ueadata4', 'ueadata5', 'ueadata6', 'ueadata7', 'ueadata8'), repos='<https://anloor7.github.io/drat/>')'. The installation takes a couple of minutes but we strongly encourage the users to do it if they want to have available all datasets of mlmts. Practitioners from a broad variety of fields could benefit from the general framework provided by 'mlmts'.