binarization function

Constructs the binarized time series associated with a given ordinal time series

binarization constructs the binarized time series associated with a given ordinal time series. UTF-8

binarization(series, states)

Arguments

• series: An OTS (numerical vector with integers).
• states: A numeric vector containing the corresponding states.

Returns

The binarized time series.

Details

Given an OTS of length $T$ with range $\mathcal{S}=\{s_0, s_1, s_2, \ldots, s_n\}$ ($s_0 < s_1 < s_2 < \ldots < s_n$), $\overline{X}_t=\{\overline{X}_1,\ldots, \overline{X}_T\}$, the function constructs the binarized time series, which is defined as $\overline{\boldsymbol Y}_t=\{\overline{\boldsymbol Y}_1, \ldots, \overline{\boldsymbol Y}_T\}$, with $\overline{\boldsymbol Y}_k=(\overline{Y}_{k,0}, \overline{Y}_{k,1},\ldots, \overline{Y}_{k,n})^\top$

such that $\overline{Y}_{k,i}=1$ if $\overline{X}_k=s_i$ (c("$k=1,\\ldots,T,\n$", "$, i=0,\\ldots,n$")). The binarized series is constructed in the form of a matrix whose rows represent time observations and whose columns represent the states in the original series.

Examples

binarized_series <- binarization(AustrianWages$data[[100]],
states = 0 : 5) # Constructing the binarized
# time series for one OTS in dataset AustrianWages

References

Rdpack::insert_ref(key="weiss2018introduction",package="otsfeatures")

Rdpack::insert_ref(key="lopez2023hard",package="otsfeatures")

Author(s)

Ángel López-Oriona, José A. Vilar