search for: padbdn

Hello, I want to use pearson's correlation as distance between observations and then use any centroid based linkage distance (ex. Ward's distance) When linkage distances are formed as the Lance-Williams recursive formulation, they just require the initial distance between observations. See here: http://en.wikipedia.org/wiki/Ward%27s_method It is said that you have to use euclidean

Hello, I want to compute the pearson's correlation, but even for signals that are shifted. For example having two signals like: 1 1 2 1 1 and 1 2 1 1 1 the correlation is very low.. but if we shift them in the right we get much better correlation. I know that cross-correlation is used to find the best offset (where correlation will be bigger). Is there any metric that can do this job all

Hello, I am trying to collect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in papers and books, but the literature is so big i am sure i am missing several of them. skewness kurtosis min max mean SD trend seasonality periodicity chaos (Lyapunov Exponent) / Largest Lyapunov Exponent (i think is the same