Machine Learning Algorithms for Multivariate Time Series

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Documentation for package ‘mlmts’ version 1.0.0

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AtrialFibrillation AtrialFibrillation
BasicMotions BasicMotions
dis_2dsvd Constructs a pairwise distance matrix based on two-dimensional singular value decomposition (2dSVD)
dis_cor Constructs a pairwise distance matrix based on auto and cross-correlations
dis_dtw_1 Constructs a pairwise distance matrix based on multivariate dynamic time warping
dis_dtw_2 Constructs a pairwise distance matrix based on multivariate dynamic time warping
dis_eros Constructs a pairwise distance matrix based on the Eros distance measure
dis_eucl Constructs a pairwise distance matrix based on the Euclidean distance
dis_frechet Constructs a pairwise distance matrix based on the Frechet distance
dis_gcc Constructs a pairwise distance matrix based on the generalized cross-correlation
dis_hwl Constructs a pairwise distance matrix based on feature extraction
dis_lpp Constructs a pairwise distance matrix based on locality preserving projections (LPP)
dis_mahalanobis Constructs a pairwise distance matrix based on the Mahalanobis distance
dis_mahalanobis_dtw Constructs a pairwise distance matrix based on a dissimilarity combining both the dynamic time warping and the Mahalanobis distance.
dis_modwt Constructs a pairwise distance matrix based on the maximum overlap discrete wavelet transform
dis_pca Constructs a pairwise distance matrix based on Principal Component Analysis (PCA)
dis_qcd Constructs a pairwise distance matrix based on the quantile cross-spectral density (QCD)
dis_qcf Constructs a pairwise distance matrix based on the quantile cross-covariance function
dis_spectral Constructs a pairwise distance matrix based on estimated spectral matrices
dis_swmd Constructs a pairwise distance matrix based on VPCA and SWMD
dis_var_1 Constructs a pairwise distance matrix based on the estimated VAR coefficients of the series
dis_var_2 Model-based dissimilarity proposed by Maharaj (1999)
dis_www Constructs a pairwise distance matrix based on feature extraction
dis_zagorecki Constructs a pairwise distance matrix based on feature extraction
Epilepsy Epilepsy
ERing ERing
f4_classifier Constructs the F4 classifier of López-Oriona and Vilar (2021)
FinancialData FinancialData
knn_classifier Constructs a nearest neighbours-based classifier and returns the predictions for a test set
Libras Libras
mc2pca_clustering Performs the crisp clustering algorithm of Li (2019)
mlmts mlmts: Machine Learning Algorithms for Multivariate Time Series.
mts_plot Constructs a plot of a MTS
outlier_detection Constructs the outlier detection procedure of López-Oriona and Vilar (2021)
PenDigits PenDigits
plot_2d_scaling Constructs a 2-dimensional scaling plot based on a given dissimilarity matrix.
RacketSports RacketSports
StandWalkJump StandWalkJump
SyntheticData1 SyntheticData1
SyntheticData2 SyntheticData2
vpca_clustering Performs the fuzzy clustering algorithm of He and Tan (2020).