CODEWITHSUNDEEP
time-seriessimilarity
jul
jul

Reputation: 37474

How to find the offset between two time series that minimizes their euclidean distance?

I'm looking for some methods to compute shape similarity between two curve segments.

I have two time series x1 (purple line) and x2 (red line) and I would like to find the y-offset that minimizes the difference between the two curves (the sum of the square differences), and use this difference as a similarity measure.

How can I find this offset?

enter image description here

Upvotes: 3

Views: 1796

Answers (1)

jul
jul

Reputation: 37474

After a relaxing week end, it's easier to see the obvious: it's the average distance between simultaneous points of the data sets.

Upvotes: 1

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