Machine Learning Algorithms for Multivariate Time Series

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Documentation for package ‘mlmts’ version 1.1.1

• DESCRIPTION file.

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ArticularlyWordRecognition	ArticularyWordRecognition
AtrialFibrillation	AtrialFibrillation
BasicMotions	BasicMotions
CharacterTrajectories	CharacterTrajectories
Cricket	Cricket
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_mcc	Constructs a pairwise distance matrix based on maximal cross-correlations
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_ppca	Constructs a pairwise distance matrix relying on a piecewise representation based on 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
DuckDuckGeese_1	DuckDuckGeese_1
DuckDuckGeese_2	DuckDuckGeese_2
EigenWorms_1	EigenWorms_1
EigenWorms_2	EigenWorms_2
Epilepsy	Epilepsy
ERing	ERing
EthanolConcentration	EthanolConcentration
f4_classifier	Constructs the F4 classifier of López-Oriona and Vilar (2021)
FinancialData	FinancialData
FingerMovements	FingerMovements
HandMovementDirection	HandMovementDirection
Handwriting	Handwriting
Heartbeat	Heartbeat
JapaneseVowels	JapaneseVowels
knn_classifier	Constructs a nearest neighbours-based classifier and returns the predictions for a test set
Libras	Libras
LSST	LSST
mc2pca_clustering	Performs the crisp clustering algorithm of Li (2019)
mlmts	mlmts: Machine Learning Algorithms for Multivariate Time Series.
MotorImagery	MotorImagery
mts_forecasting	A forecasting procedure for MTS based on lag-embedding matrices
mts_plot	Constructs a plot of a MTS
NATOPS	NATOPS
outlier_detection	Constructs the outlier detection procedure of López-Oriona and Vilar (2021)
PEMS_SF_1	PEMS_SF_1
PEMS_SF_2	PEMS_SF_2
PenDigits	PenDigits
Phoneme	Phoneme
plot_2d_scaling	Constructs a 2-dimensional scaling plot based on a given dissimilarity matrix.
RacketSports	RacketSports
SelfRegulationSCP1	SelfRegulationSCP1
SelfRegulationSCP2	SelfRegulationSCP2
SpokenArabicDigits	SpokenArabicDigits
StandWalkJump	StandWalkJump
SyntheticData1	SyntheticData1
SyntheticData2	SyntheticData2
UWaveGestureLibrary	UWaveGestureLibrary
vpca_clustering	Performs the fuzzy clustering algorithm of He and Tan (2020).