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Lock-Step Variable Importance Analysis of Multivariate Time Series Lists

Source: R/momentum_ls.R
momentum_ls.Rd

Minimalistic but slightly faster version of momentum() to compute lock-step importance analysis in multivariate time series lists.

Usage

momentum_ls(tsl = NULL, distance = "euclidean")

Arguments

tsl

(required, time series list) list of zoo time series. Default: NULL

distance

(optional, character vector) name or abbreviation of the distance method. Valid values are in the columns "names" and "abbreviation" of the dataset distances. Default: "euclidean".

Value

data frame:

  • x: name of the time series x.

  • y: name of the time series y.

  • psi: psi score of x and y.

  • variable: name of the individual variable.

  • importance: importance score of the variable.

  • effect: interpretation of the "importance" column, with the values "increases similarity" and "decreases similarity".

See also

Other momentum: momentum(), momentum_dtw()

Examples


tsl <- tsl_initialize(
  x = distantia::albatross,
  name_column = "name",
  time_column = "time"
) |>
  tsl_transform(
    f = f_scale_global
  )

df <- momentum_ls(
  tsl = tsl,
  distance = "euclidean"
  )

#focus on important columns
df[, c(
  "x",
  "y",
  "variable",
  "importance",
  "effect"
  )]
#>       x    y    variable  importance               effect
#> 1  X132 X134           x  245.695881 decreases similarity
#> 2  X132 X134           y  220.966901 decreases similarity
#> 3  X132 X134       speed  -39.219394 increases similarity
#> 4  X132 X134 temperature   20.212756 decreases similarity
#> 5  X132 X134     heading  -64.096435 increases similarity
#> 6  X132 X136           x  167.362857 decreases similarity
#> 7  X132 X136           y  179.922707 decreases similarity
#> 8  X132 X136       speed  -57.142101 increases similarity
#> 9  X132 X136 temperature  269.816263 decreases similarity
#> 10 X132 X136     heading -101.695710 increases similarity
#> 11 X132 X153           x  420.716727 decreases similarity
#> 12 X132 X153           y  193.801511 decreases similarity
#> 13 X132 X153       speed  -42.230768 increases similarity
#> 14 X132 X153 temperature  -17.262427 increases similarity
#> 15 X132 X153     heading  -79.506957 increases similarity
#> 16 X134 X136           x  172.225082 decreases similarity
#> 17 X134 X136           y  187.120048 decreases similarity
#> 18 X134 X136       speed  -61.142823 increases similarity
#> 19 X134 X136 temperature  253.045256 decreases similarity
#> 20 X134 X136     heading  -91.739170 increases similarity
#> 21 X134 X153           x  569.430986 decreases similarity
#> 22 X134 X153           y  163.217249 decreases similarity
#> 23 X134 X153       speed  -46.222266 increases similarity
#> 24 X134 X153 temperature    4.694732 decreases similarity
#> 25 X134 X153     heading  -88.399757 increases similarity
#> 26 X136 X153           x  507.615365 decreases similarity
#> 27 X136 X153           y   56.695744 decreases similarity
#> 28 X136 X153       speed  -65.451610 increases similarity
#> 29 X136 X153 temperature  240.905381 decreases similarity
#> 30 X136 X153     heading -116.246193 increases similarity