# Machine Learning Algorithms for Multivariate Time Series

## Documentation for package ‘mlmts’ version 1.0.1

- DESCRIPTION file.

## Help Pages

AtrialFibrillation | AtrialFibrillation
BasicMotions | BasicMotions
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_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_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
Epilepsy | Epilepsy
ERing | ERing
f4_classifier | Constructs the F4 classifier of López-Oriona and Vilar (2021)
FinancialData | FinancialData
knn_classifier | Constructs a nearest neighbours-based classifier and returns the predictions for a test set
Libras | Libras
mc2pca_clustering | Performs the crisp clustering algorithm of Li (2019)
mlmts | mlmts: Machine Learning Algorithms for Multivariate Time Series.
mts_plot | Constructs a plot of a MTS
outlier_detection | Constructs the outlier detection procedure of López-Oriona and Vilar (2021)
PenDigits | PenDigits
plot_2d_scaling | Constructs a 2-dimensional scaling plot based on a given dissimilarity matrix.
RacketSports | RacketSports
StandWalkJump | StandWalkJump
SyntheticData1 | SyntheticData1
SyntheticData2 | SyntheticData2
vpca_clustering | Performs the fuzzy clustering algorithm of He and Tan (2020).