Agostino Tarsitano () (Dipartimento di Economia e Statistica, Università della Calabria)
Abstract
Many time series are of short duration because data acquisition has, of necessity, proceeded for but a brief term. Such data have previously often been analyzed by methods that either do not explicitly take into account time related changes or that are designed for long time series. In this paper, we consider several ways of assigning a dissimilarity between univariate time series in short term behavior. In particular, we have defined a measure that works irrespective of different baselines and scaling factors and its effectiveness has been evaluated on real and synthetic data sets
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Publisher Info
Paper provided by Università della Calabria, Dipartimento di Economia e Statistica in its series Working Papers with number
200905.
Length: 14 pages Date of creation: Feb 2009 Date of revision: Handle: RePEc:clb:wpaper:200905
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