Category Archives: J.T.Kent

Procrustes tangent distance is better than SNCD

Posted on 24 February 2019 by

I’ve written two posts here on using a Symmetrized Normalized Compression Divergence or SNCD for comparing time series. One introduced the SNCD and described its relationship to compression distance, and the other applied the SNCD to clustering days at a … Continue reading →

Posted in data science, dependent data, descriptive statistics, divergence measures, hydrology, Ian Dryden, information theoretic statistics, J.T.Kent, Kanti Mardia, non-parametric statistics, normalized compression divergence, quantitative ecology, R statistical programming language, spatial statistics, statistical series, time series | Leave a comment