Time series clustering utilities

Documentation for package ‘TSclust’ version 1.1

TSclust-package	Package for Time Series Clustering.
cluster.evaluation	Clustering Evaluation Index Based on Known Ground Truth
diss.ACF	Autocorrelation-based Dissimilarity
diss.AR.LPC.CEPS	Dissimilarity Based on LPC Cepstral Coefficients
diss.AR.MAH	Model-based Dissimilarity Proposed by Maharaj (1996, 2000)
diss.AR.PIC	Model-based Dissimilarity Measure Proposed by Piccolo (1990)
diss.COR	Correlation-based Dissimilarity
diss.CORT	Dissimilarity Index Combining Temporal Correlation and Raw Values Behaviors
diss.DWT	Dissimilarity for Time Series Based on Wavelet Feature Extraction
diss.INT.PER	Integrated Periodogram Based Dissimilarity
diss.PACF	Autocorrelation-based Dissimilarity
diss.PER	Periodogram Based Dissimilarity
diss.PRED	Dissimilarity Measure Based on Nonparametric Forecast
diss.SPEC.GLK	Dissimilarity based on the Generalized Likelihood Ratio Test
diss.SPEC.ISD	Dissimilarity Based on the Integrated Squared Difference between the Log-Spectra
diss.SPEC.LLR	General Spectral Dissimilarity Measure Using Local-Linear Estimation of the Log-Spectra
electricity	Hourly Electricity Prices in the Spanish Market
interest.rates	Long-Term Interest Rates from 1995 to 2012
multidiss.AR.LPC.CEPS	Dissimilarity Based on LPC Cepstral Coefficients
multidiss.AR.PIC	Model-based Dissimilarity Measure Proposed by Piccolo (1990)
multidiss.PRED	Dissimilarity Measure Based on Nonparametric Forecast
pvalues.clust	Clustering Algorithm Based on p-values.
synthetic.tseries	Synthetic Time Series for Clustering Performace Comparisons.