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.


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Reference manual

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install.packages("TSdist")

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