ai.libs.jaicore.ml.tsc.distances

Class DerivateDistance

java.lang.Object

ai.libs.jaicore.ml.tsc.distances.DerivateDistance

All Implemented Interfaces:

ITimeSeriesDistance

public class DerivateDistance
extends java.lang.Object
implements ITimeSeriesDistance

Implementation of the Derivate Distance (DD) measure as published in "Using derivatives in time series classification" by Tomasz Gorecki and Maciej Luczak (2013). The authors wanted to create a distance measure which considers both, the function values of times series (point to point comparison) and the values of their derivates (general shape comparison). Given a distance measure d, the Derivate Distance for the two time series A and B is: a * d(A, B) + b * d(A', B'), where A' and B' are the derivates (@see jaicore.ml.tsc.filter.derivate) of A and B respec. and 0 <= a <= 1, 0 <= b <= 1> are parameters of the measure. The parameters a and b are set via an alpha value, that is a=cos(alpha) and b=sin(alpha). The Derivate Distance that uses Dynamic Time Warping as underlying distance measure is commonly denoted as DD_DTW. The Derivate Distance that uses the Euclidean distance as underlying distance measure is commonly denoted as DD_ED.

It is also possible to use a distinct distance measure to calculate the distance between the time series and its derivates.

Constructor Summary

Constructors

Constructor and Description
DerivateDistance(double alpha, ADerivateFilter derivate, ITimeSeriesDistance distance) Constructor that uses the same distance measures for the function and derivate values.
DerivateDistance(double alpha, ADerivateFilter derivate, ITimeSeriesDistance timeSeriesDistance, ITimeSeriesDistance derivateDistance) Constructor with individual distance measures for the function and derivate values.
DerivateDistance(double alpha, ITimeSeriesDistance distance) Constructor that uses the same distance measures for the function and derivate values that uses the BackwardDifferenceDerivate as derivation.
DerivateDistance(double alpha, ITimeSeriesDistance timeSeriesDistance, ITimeSeriesDistance derivateDistance) Constructor with individual distance measures for the function and derivate values that uses the BackwardDifferenceDerivate as derivation.

Method Summary

Modifier and Type	Method and Description
double	distance(double[] a, double[] b) Calculates the distance between two time series.
double	getA() Getter for the a parameter.
double	getAlpha() Getter for the alpha value.
double	getB() Getter for the a parameter.
void	setAlpha(double alpha) Sets the alpha value and adjusts the measurement parameters a = cos(alpha) and b = sin(alpha) accordingly.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DerivateDistance

public DerivateDistance(double alpha,
                        ADerivateFilter derivate,
                        ITimeSeriesDistance timeSeriesDistance,
                        ITimeSeriesDistance derivateDistance)

Constructor with individual distance measures for the function and derivate values.

Parameters:

alpha - The distance measure to use to calculate the distance of the function values. 0 <= alpha <= pi/2.

derivate - The derivate calculation to use.

timeSeriesDistance - The distance measure to use to calculate the distance of the derivate values.

derivateDistance - The distance measure to use to calculate the distance of the derivate values.

DerivateDistance

public DerivateDistance(double alpha,
                        ITimeSeriesDistance timeSeriesDistance,
                        ITimeSeriesDistance derivateDistance)

Constructor with individual distance measures for the function and derivate values that uses the BackwardDifferenceDerivate as derivation.

Parameters:

alpha - The distance measure to use to calculate the distance of the function values. 0 <= alpha <= pi/2.

timeSeriesDistance - The distance measure to use to calculate the distance of the derivate values.

derivateDistance - The distance measure to use to calculate the distance of the derivate values.

DerivateDistance

public DerivateDistance(double alpha,
                        ADerivateFilter derivate,
                        ITimeSeriesDistance distance)

Constructor that uses the same distance measures for the function and derivate values.

Parameters:

alpha - The distance measure to use to calculate the distance of the function values. 0 <= alpha <= pi/2.

derivate - The derivate calculation to use.

distance - The distance measure to use to calculate the distance of the function and derivate values.

DerivateDistance

public DerivateDistance(double alpha,
                        ITimeSeriesDistance distance)

Constructor that uses the same distance measures for the function and derivate values that uses the BackwardDifferenceDerivate as derivation.

Parameters:

alpha - The distance measure to use to calculate the distance of the function values. 0 <= alpha <= pi/2.

distance - The distance measure to use to calculate the distance of the function and derivate values.

Method Detail

distance

public double distance(double[] a,
                       double[] b)

Description copied from interface: ITimeSeriesDistance

Calculates the distance between two time series.

Specified by:

distance in interface ITimeSeriesDistance

Parameters:

a - First time series.

b - Second time series.

Returns:

Distance between the first and second time series.

setAlpha

public void setAlpha(double alpha)

Sets the alpha value and adjusts the measurement parameters a = cos(alpha) and b = sin(alpha) accordingly.

Parameters:

alpha - The alpha value, 0 <= alpha <= pi/2.

getAlpha

public double getAlpha()

Getter for the alpha value. It holds, that 0 <= alpha <= pi/2.

getA

public double getA()

Getter for the a parameter. @see #a

getB

public double getB()

Getter for the a parameter. @see #b