R: Model-based Dissimilarity Measure Proposed by Piccolo (1990)

ARPicDistance {TSdist} | R Documentation

## Model-based Dissimilarity Measure Proposed by Piccolo (1990)

### Description

Computes the model based dissimilarity proposed by Piccolo.

### Usage

    ARPicDistance(x, y, ...)

### Arguments

`x` | Numeric vector containing the first time series.
`y` | Numeric vector containing the second time series.
`...` | Additional parameters for the function. See `diss.AR.PIC` for more information.

### Details

This is simply a wrapper for the `diss.AR.PIC` function of package TSclust. As such, all the functionalities of the `diss.AR.PIC` function are also available when using this function.

### Value

`d` | The computed distance between the pair of series.

### Author(s)

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

### References

Pablo Montero, José A. Vilar (2014). TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. URL http://www.jstatsoft.org/v62/i01/.

### See Also

To calculate this distance measure using `ts`, `zoo` or `xts` objects see `TSDistances`. To calculate distance matrices of time series databases using this measure see `TSDatabaseDistances`.

### Examples

    # The objects example.series3 and example.series4 are two
    # numeric series of length 100 and 120 contained in the
    # TSdist package obtained from an ARIMA(3,0,2) process.

    data(example.series3)
    data(example.series4)

    # For information on their generation and shape see
    # help page of example.series.

    help(example.series)

    # Calculate the Piccolo distance between the two series using
    # the default parameters. In this case an AR model is automatically
    # selected for each of the series:

    ARPicDistance(example.series3, example.series4)

    # Calculate the Piccolo distance between the two series
    # imposing the order of the ARMA model of each series:

    ARPicDistance(example.series3, example.series4, order.x=c(3,0,2),
    order.y=c(3,0,2))

[Package TSdist version 3.6 Index]