Package: mlmts 1.1.2

mlmts: Machine Learning Algorithms for Multivariate Time Series

An implementation of several machine learning algorithms for multivariate time series. The package includes functions allowing the execution of clustering, classification or outlier detection methods, among others. It also incorporates a collection of multivariate time series datasets which can be used to analyse the performance of new proposed algorithms. Some of these datasets are stored in GitHub data packages 'ueadata1' to 'ueadata8'. To access these data packages, run 'install.packages(c('ueadata1', 'ueadata2', 'ueadata3', 'ueadata4', 'ueadata5', 'ueadata6', 'ueadata7', 'ueadata8'), repos='<https://anloor7.github.io/drat/>')'. The installation takes a couple of minutes but we strongly encourage the users to do it if they want to have available all datasets of mlmts. Practitioners from a broad variety of fields could benefit from the general framework provided by 'mlmts'.

Authors:Angel Lopez-Oriona [aut, cre], Jose A. Vilar [aut]

mlmts_1.1.2.tar.gz
mlmts_1.1.2.zip(r-4.5)mlmts_1.1.2.zip(r-4.4)mlmts_1.1.2.zip(r-4.3)
mlmts_1.1.2.tgz(r-4.4-any)mlmts_1.1.2.tgz(r-4.3-any)
mlmts_1.1.2.tar.gz(r-4.5-noble)mlmts_1.1.2.tar.gz(r-4.4-noble)
mlmts_1.1.2.tgz(r-4.4-emscripten)mlmts_1.1.2.tgz(r-4.3-emscripten)
mlmts.pdf |mlmts.html
mlmts/json (API)

# Install 'mlmts' in R:
install.packages('mlmts', repos = c('https://anloor7.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 2 scripts 366 downloads 32 exports 223 dependencies

Last updated 3 months agofrom:5b62d2f461. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 17 2024
R-4.5-winNOTENov 17 2024
R-4.5-linuxNOTENov 17 2024
R-4.4-winNOTENov 17 2024
R-4.4-macNOTENov 17 2024
R-4.3-winNOTENov 17 2024
R-4.3-macNOTENov 17 2024

Exports:dis_2dsvddis_cordis_dtw_1dis_dtw_2dis_erosdis_eucldis_frechetdis_gccdis_hwldis_lppdis_mahalanobisdis_mahalanobis_dtwdis_mccdis_modwtdis_pcadis_ppcadis_qcddis_qcfdis_spectraldis_swmddis_var_1dis_var_2dis_wwwdis_zagoreckif4_classifierknn_classifiermc2pca_clusteringmts_forecastingmts_plotoutlier_detectionplot_2d_scalingvpca_clustering

Dependencies:abindAIDashaskpassbase64encbitbit64bitopsbootbslibcachemcaretcellrangerclassclicliprclockclusterClusterRclvcodetoolscolorspacecomplexplusCompQuadFormcpp11crayoncurlcvardata.tableDescToolsdeSolvediagramdigestdoParalleldplyrdtwe1071evaluateExactexpmfansifarverfastICAfastmapfBasicsfdafda.uscfdsfGarchFNNfontawesomeforcatsforeachforecastfracdifffreqdomfsfurrrfuturefuture.applygbutilsgeigengenericsggplot2gldglobalsgluegmpgowerGPArotationgssgtablehardhathavenhdrcdehighrhmshtmltoolshtmlwidgetshttrigraphipredisobanditeratorsjquerylibjsonlitekernlabKernSmoothknitrkskSampleslabelinglatticelavaleapslifecyclelistenvlme4lmomlmtestlocfitlocpollongitudinalDatalubridatemagrittrMASSmathjaxrMatrixmatrixcalcMatrixModelsmclustmemoisemetametadatmetaformgcvmimeminqamisc3dmnormtModelMetricsMTSmulticoolmultitapermultiwavemunsellmvtnormnlmenloptrnnetnortestnumDerivopensslparallellypbapplypcaPPpdcpillarpkgconfigplyrpracmaprettyunitspROCprodlimprogressprogressrproxypsplinepsychpurrrquadprogquantmodquantregquantspecR6rainbowrandomForestrangerrappdirsrbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRcppGSLRcppParallelRcppRollRcppZigguratRCurlRdpackreadrreadxlrecipesrematchreshape2RfastrglrlangrmarkdownrootSolverpartrstudioapisassscalesshapesnowsnowfallSparseMspatialSQUAREMstablediststringistringrSuppDistssurvivalsystibbletidyrtidyselecttimechangetimeDatetimeSeriestinytexTSATSclustTSdisttseriestseriesChaostsfeaturesTTRtzdburcautf8vctrsviridisLitevroomwaveslimwithrxfunxml2xtsyamlzoo

Readme and manuals

Help Manual

Help pageTopics
ArticularyWordRecognitionArticularlyWordRecognition
AtrialFibrillationAtrialFibrillation
BasicMotionsBasicMotions
CharacterTrajectoriesCharacterTrajectories
CricketCricket
Constructs a pairwise distance matrix based on two-dimensional singular value decomposition (2dSVD)dis_2dsvd
Constructs a pairwise distance matrix based on auto and cross-correlationsdis_cor
Constructs a pairwise distance matrix based on multivariate dynamic time warpingdis_dtw_1
Constructs a pairwise distance matrix based on multivariate dynamic time warpingdis_dtw_2
Constructs a pairwise distance matrix based on the Eros distance measuredis_eros
Constructs a pairwise distance matrix based on the Euclidean distancedis_eucl
Constructs a pairwise distance matrix based on the Frechet distancedis_frechet
Constructs a pairwise distance matrix based on the generalized cross-correlationdis_gcc
Constructs a pairwise distance matrix based on feature extractiondis_hwl
Constructs a pairwise distance matrix based on locality preserving projections (LPP)dis_lpp
Constructs a pairwise distance matrix based on the Mahalanobis distancedis_mahalanobis
Constructs a pairwise distance matrix based on a dissimilarity combining both the dynamic time warping and the Mahalanobis distance.dis_mahalanobis_dtw
Constructs a pairwise distance matrix based on maximal cross-correlationsdis_mcc
Constructs a pairwise distance matrix based on the maximum overlap discrete wavelet transformdis_modwt
Constructs a pairwise distance matrix based on Principal Component Analysis (PCA)dis_pca
Constructs a pairwise distance matrix relying on a piecewise representation based on PCAdis_ppca
Constructs a pairwise distance matrix based on the quantile cross-spectral density (QCD)dis_qcd
Constructs a pairwise distance matrix based on the quantile cross-covariance functiondis_qcf
Constructs a pairwise distance matrix based on estimated spectral matricesdis_spectral
Constructs a pairwise distance matrix based on VPCA and SWMDdis_swmd
Constructs a pairwise distance matrix based on the estimated VAR coefficients of the seriesdis_var_1
Model-based dissimilarity proposed by Maharaj (1999)dis_var_2
Constructs a pairwise distance matrix based on feature extractiondis_www
Constructs a pairwise distance matrix based on feature extractiondis_zagorecki
DuckDuckGeese_1DuckDuckGeese_1
DuckDuckGeese_2DuckDuckGeese_2
EigenWorms_1EigenWorms_1
EigenWorms_2EigenWorms_2
EpilepsyEpilepsy
ERingERing
EthanolConcentrationEthanolConcentration
Constructs the F4 classifier of López-Oriona and Vilar (2021)f4_classifier
FinancialDataFinancialData
FingerMovementsFingerMovements
HandMovementDirectionHandMovementDirection
HandwritingHandwriting
HeartbeatHeartbeat
JapaneseVowelsJapaneseVowels
Constructs a nearest neighbours-based classifier and returns the predictions for a test setknn_classifier
LibrasLibras
LSSTLSST
Performs the crisp clustering algorithm of Li (2019)mc2pca_clustering
mlmts: Machine Learning Algorithms for Multivariate Time Series.mlmts
MotorImageryMotorImagery
A forecasting procedure for MTS based on lag-embedding matricesmts_forecasting
Constructs a plot of a MTSmts_plot
NATOPSNATOPS
Constructs the outlier detection procedure of López-Oriona and Vilar (2021)outlier_detection
PEMS_SF_1PEMS_SF_1
PEMS_SF_2PEMS_SF_2
PenDigitsPenDigits
PhonemePhoneme
Constructs a 2-dimensional scaling plot based on a given dissimilarity matrix.plot_2d_scaling
RacketSportsRacketSports
SelfRegulationSCP1SelfRegulationSCP1
SelfRegulationSCP2SelfRegulationSCP2
SpokenArabicDigitsSpokenArabicDigits
StandWalkJumpStandWalkJump
SyntheticData1SyntheticData1
SyntheticData2SyntheticData2
UWaveGestureLibraryUWaveGestureLibrary
Performs the fuzzy clustering algorithm of He and Tan (2020).vpca_clustering