Learned Pattern Similarity (LPS) for time series. Implements a novel approach to model the dependency structure in time series that generalizes the concept of autoregression to local auto-patterns. Generates a pattern-based representation of time series along with a similarity measure called Learned Pattern Similarity (LPS). Introduces a generalized autoregressive kernel.This package is based on the 'randomForest' package by Andy Liaw.
Label | Latest Version |
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main | 1.0_5 |