CODEWITHSUNDEEP
mathstatisticstime-seriescorrelation
user1587451
user1587451

Reputation: 1008

Compare two timeseries, how to find mapping positions?

Let's assume two similar timeseries like below. Both are similar and never equal. E.g. the length can be different and similar parts can be between non-similar parts. I've tried to indicate the similarity by black arrows.

I'm not a mathematician and so I'm questioning if is there an approximately (or perfect) fast way to find a mapping table between them? I've digged into dynamic time warping but at this point I'm thinking that dtw is not what I'm looking for (not sure).

The mapping table good be like

Sequence Location_Timeseries_0 Location_Timeseries_1 Length
0        LTO_0                 LT1_0                 N
1        LTO_1                 LT1_1                 M
...

Can someone put me into the right direction?

enter image description here

Upvotes: 1

Views: 230

Answers (1)

eamonn
eamonn

Reputation: 19

Based on what you say/show, DTW is perfect

See the bottom right of http://www.cs.ucr.edu/~eamonn/sampleslides2.jpg

or the right of http://www.cs.ucr.edu/~eamonn/sampleslides3.jpg

Upvotes: 1

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