Derivative Dynamic Time Warping.

@inproceedings{Keogh2001DerivativeDT,
  title={Derivative Dynamic Time Warping.},
  author={Eamonn J. Keogh and Michael J. Pazzani},
  booktitle={SDM},
  year={2001}
}
Time series are a ubiquitous form of data occurring in virtually every scientific discipline. A common task with time series data is comparing one sequence with another. In some domains a very simple distance measure, such as Euclidean distance will suffice. However, it is often the case that two sequences have the approximately the same overall component shapes, but these shapes do not line up in X-axis. Figure 1 shows this with a simple example. In order to find the similarity between such… CONTINUE READING
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