ai.libs.jaicore.ml.tsc.distances

Class DerivateTransformDistance

java.lang.Object

ai.libs.jaicore.ml.tsc.distances.DerivateTransformDistance

All Implemented Interfaces:

ITimeSeriesDistance

public class DerivateTransformDistance
extends java.lang.Object
implements ITimeSeriesDistance

Implementation of the Derivate Transform Distance (TD) measure as published in "Non-isometric transforms in time series classification using DTW" by Tomasz Gorecki and Maciej Luczak (2014). As the name suggests, with the Derivate Transform Distance the author combine their previously approaches of @see DerivateDistance and @see TransformDistance. Given a distance measure d, the Derivate Transform Distance for the two time series A and B is: a * d(A, B) + b * d(A', B') + c * d(t(A), t(B)), where A' and B' are the derivates (@see jaicore.ml.tsc.filter.derivate) and t(A) and t(B) are transforms (@see jaicore.ml.tsc.filter.transform) of A and B respec. and 0 <= a <= 1, 0 <= b <= 1, 0 <= c <= 1> are parameters of the measure. The Derivate Transform Distance that uses Dynamic Time Warping as underlying distance measure is commonly denoted as DTD_DTW. The Derivate Transform Distance that uses the Euclidean distance as underlying distance measure is commonly denoted as TD_ED.

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

Constructor Summary

Constructors

Constructor and Description
DerivateTransformDistance(double a, double b, double c, ADerivateFilter derivate, ATransformFilter transform, ITimeSeriesDistance distance) Constructor that uses the same distance measures for function, derivate and transform values.
DerivateTransformDistance(double a, double b, double c, ADerivateFilter derivate, ATransformFilter transform, ITimeSeriesDistance timeSeriesDistance, ITimeSeriesDistance derivateDistance, ITimeSeriesDistance transformDistance) Constructor with individual distance measure for function, derivate and transform values.
DerivateTransformDistance(double a, double b, double c, ITimeSeriesDistance distance) Constructor that uses the same distance measures for function, derivate and transform values.
DerivateTransformDistance(double a, double b, double c, ITimeSeriesDistance timeSeriesDistance, ITimeSeriesDistance derivateDistance, ITimeSeriesDistance transformDistance) Constructor with individual distance measure for function, derivate and transform values that uses the BackwardDifferencetransform as derivate and the CosineTransform as transformation.

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	getB() Getter for the b parameter.
double	getC() Getter for the c parameter.
void	setA(double a) Sets the a parameter.
void	setB(double b) Sets the b parameter.
void	setC(double c) Sets the c parameter.

Methods inherited from class java.lang.Object

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

Constructor Detail

DerivateTransformDistance

public DerivateTransformDistance(double a,
                                 double b,
                                 double c,
                                 ADerivateFilter derivate,
                                 ATransformFilter transform,
                                 ITimeSeriesDistance timeSeriesDistance,
                                 ITimeSeriesDistance derivateDistance,
                                 ITimeSeriesDistance transformDistance)

Constructor with individual distance measure for function, derivate and transform values.

Parameters:

a - Determines the influence of distance of the derivate values to the overall distance measure.

b - Determines the influence of distance of the transform values to the overall distance measure.

c - Determines the influence of distance of the transform values to the overall distance measure.

derivate - The derivate calculation to use.

transform - The transform calculation to use.

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

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

transformDistance - The distance measure to use to calculate the distance of the transform values.

DerivateTransformDistance

public DerivateTransformDistance(double a,
                                 double b,
                                 double c,
                                 ITimeSeriesDistance timeSeriesDistance,
                                 ITimeSeriesDistance derivateDistance,
                                 ITimeSeriesDistance transformDistance)

Constructor with individual distance measure for function, derivate and transform values that uses the BackwardDifferencetransform as derivate and the CosineTransform as transformation.

Parameters:

a - Determines the influence of distance of the derivate values to the overall distance measure.

b - Determines the influence of distance of the transform values to the overall distance measure.

c - Determines the influence of distance of the transform values to the overall distance measure.

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

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

transformDistance - The distance measure to use to calculate the distance of the transform values.

DerivateTransformDistance

public DerivateTransformDistance(double a,
                                 double b,
                                 double c,
                                 ADerivateFilter derivate,
                                 ATransformFilter transform,
                                 ITimeSeriesDistance distance)

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

Parameters:

a - Determines the influence of distance of the derivate values to the overall distance measure.

b - Determines the influence of distance of the transform values to the overall distance measure.

c - Determines the influence of distance of the transform values to the overall distance measure.

derivate - The derivate calculation to use.

transform - The transform calculation to use.

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

DerivateTransformDistance

public DerivateTransformDistance(double a,
                                 double b,
                                 double c,
                                 ITimeSeriesDistance distance)

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

Parameters:

a - Determines the influence of distance of the derivate values to the overall distance measure.

b - Determines the influence of distance of the transform values to the overall distance measure.

c - Determines the influence of distance of the transform values to the overall distance measure.

distance - The distance measure to use of the function, derivate and transform 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.

setA

public void setA(double a)

Sets the a parameter. @see #a

Parameters:

a - The a parameter, 0 <= a <= 1.

setB

public void setB(double b)

Sets the b parameter. @see #b

Parameters:

a - The b parameter, 0 <= b <= 1.

setC

public void setC(double c)

Sets the c parameter. @see #c

Parameters:

a - The c parameter, 0 <= c <= 1.

getA

public double getA()

Getter for the a parameter. @see #a

getB

public double getB()

Getter for the b parameter. @see #b

getC

public double getC()

Getter for the c parameter. @see #c