dCovTS: Distance Covariance/Correlation for Time Series.
Maria PitsillouKonstantinos FokianosPublished in: R J. (2016)
Keyphrases
- correlation matrix
- euclidean distance
- distance measure
- pairwise
- covariance matrix
- multivariate time series
- covariance matrices
- average distance
- non stationary
- distance function
- stock market
- distance transform
- multidimensional time series
- real time
- correlation analysis
- hamming distance
- distance metric
- dimensionality reduction
- long term
- data structure
- learning algorithm
- information retrieval
- databases