# Machine Learning Algorithms for Multivariate Time Series

## Documentation for package ‘mlmts’ version 1.1.1

- DESCRIPTION file.

## Help Pages

ArticularlyWordRecognition | ArticularyWordRecognition
AtrialFibrillation | AtrialFibrillation
BasicMotions | BasicMotions
CharacterTrajectories | CharacterTrajectories
Cricket | Cricket
dis_2dsvd | Constructs a pairwise distance matrix based on two-dimensional singular value decomposition (2dSVD)
dis_cor | Constructs a pairwise distance matrix based on auto and cross-correlations
dis_dtw_1 | Constructs a pairwise distance matrix based on multivariate dynamic time warping
dis_dtw_2 | Constructs a pairwise distance matrix based on multivariate dynamic time warping
dis_eros | Constructs a pairwise distance matrix based on the Eros distance measure
dis_eucl | Constructs a pairwise distance matrix based on the Euclidean distance
dis_frechet | Constructs a pairwise distance matrix based on the Frechet distance
dis_gcc | Constructs a pairwise distance matrix based on the generalized cross-correlation
dis_hwl | Constructs a pairwise distance matrix based on feature extraction
dis_lpp | Constructs a pairwise distance matrix based on locality preserving projections (LPP)
dis_mahalanobis | Constructs a pairwise distance matrix based on the Mahalanobis distance
dis_mahalanobis_dtw | Constructs a pairwise distance matrix based on a dissimilarity combining both the dynamic time warping and the Mahalanobis distance.
dis_mcc | Constructs a pairwise distance matrix based on maximal cross-correlations
dis_modwt | Constructs a pairwise distance matrix based on the maximum overlap discrete wavelet transform
dis_pca | Constructs a pairwise distance matrix based on Principal Component Analysis (PCA)
dis_ppca | Constructs a pairwise distance matrix relying on a piecewise representation based on PCA
dis_qcd | Constructs a pairwise distance matrix based on the quantile cross-spectral density (QCD)
dis_qcf | Constructs a pairwise distance matrix based on the quantile cross-covariance function
dis_spectral | Constructs a pairwise distance matrix based on estimated spectral matrices
dis_swmd | Constructs a pairwise distance matrix based on VPCA and SWMD
dis_var_1 | Constructs a pairwise distance matrix based on the estimated VAR coefficients of the series
dis_var_2 | Model-based dissimilarity proposed by Maharaj (1999)
dis_www | Constructs a pairwise distance matrix based on feature extraction
dis_zagorecki | Constructs a pairwise distance matrix based on feature extraction
DuckDuckGeese_1 | DuckDuckGeese_1
DuckDuckGeese_2 | DuckDuckGeese_2
EigenWorms_1 | EigenWorms_1
EigenWorms_2 | EigenWorms_2
Epilepsy | Epilepsy
ERing | ERing
EthanolConcentration | EthanolConcentration
f4_classifier | Constructs the F4 classifier of López-Oriona and Vilar (2021)
FinancialData | FinancialData
FingerMovements | FingerMovements
HandMovementDirection | HandMovementDirection
Handwriting | Handwriting
Heartbeat | Heartbeat
JapaneseVowels | JapaneseVowels
knn_classifier | Constructs a nearest neighbours-based classifier and returns the predictions for a test set
Libras | Libras
LSST | LSST
mc2pca_clustering | Performs the crisp clustering algorithm of Li (2019)
mlmts | mlmts: Machine Learning Algorithms for Multivariate Time Series.
MotorImagery | MotorImagery
mts_forecasting | A forecasting procedure for MTS based on lag-embedding matrices
mts_plot | Constructs a plot of a MTS
NATOPS | NATOPS
outlier_detection | Constructs the outlier detection procedure of López-Oriona and Vilar (2021)
PEMS_SF_1 | PEMS_SF_1
PEMS_SF_2 | PEMS_SF_2
PenDigits | PenDigits
Phoneme | Phoneme
plot_2d_scaling | Constructs a 2-dimensional scaling plot based on a given dissimilarity matrix.
RacketSports | RacketSports
SelfRegulationSCP1 | SelfRegulationSCP1
SelfRegulationSCP2 | SelfRegulationSCP2
SpokenArabicDigits | SpokenArabicDigits
StandWalkJump | StandWalkJump
SyntheticData1 | SyntheticData1
SyntheticData2 | SyntheticData2
UWaveGestureLibrary | UWaveGestureLibrary
vpca_clustering | Performs the fuzzy clustering algorithm of He and Tan (2020).