Distance Measures for Time Series Data

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.


Reference manual

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3.4 by Usue Mori, 2 years ago

Browse source code at https://github.com/cran/TSdist

Authors: Usue Mori , Alexander Mendiburu , J.A. Lozano

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports zoo, xts, dtw, TSclust, KernSmooth, locpol, pdc, longitudinalData, cluster, methods, graphics, stats

Depends on proxy

Suggests testthat

Suggested by dtwclust.

See at CRAN