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2013 May 15
0
fast time series similarity (iSAX, UCR DTW, UCR ED) implementations for R?
...onstraints which renders it unusable for me. Is there any fast and robust to noise and slight misalignment time series comparison implementation for R? There are fast algorithms that are able to deal with large time series http://www.cs.ucr.edu/~eamonn/iSAX/iSAX.html http://www.cs.ucr.edu/~eamonn/UCRsuite.html Is there any SAX, UCR DTW, UCR ED implementations for R? Regards, Anton Lebedevich.