Cross-correlation with coefficient normalization
This function uses the FFT to compute the cross-correlation sequence between two series. They need not be of equal length.
NCCc(x, y, error.check = TRUE)
x, y |
Univariate time series. |
error.check |
Logical indicating whether the function should try to detect inconsistencies and give more informative errors messages. Also used internally to avoid repeating checks. |
The cross-correlation sequence with length length(x) + length(y) - 1L.
Paparrizos J and Gravano L (2015). “k-Shape: Efficient and Accurate Clustering of Time Series.” In Proceedings of the 2015 ACM SIGMOD International Conference on Management of Data, series SIGMOD '15, pp. 1855-1870. ISBN 978-1-4503-2758-9, doi: 10.1145/2723372.2737793.
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