NCCc: Cross-correlation with coefficient normalization
Description
This function uses FFT to compute the cross-correlation sequence between two series. They need
not be of equal length.
Arguments
x, y
Univariate time series.
Value
The cross-correlation sequence with length length(x) + length(y) - 1L.
References
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,
http://doi.org/10.1145/2723372.2737793.