How to find similarity of two series over time containing periodic trends?
$begingroup$
Considering the data is received from a streaming source each second.How to distinguish if both the line graphs 'look' same/different in real time, statically, like the picture given below
Edit:
1.Not sure if there is something as real-time periodic correlation mechanism then cross-correlation would perhaps be an ideal solution ?
2. Comparing slope of the two Line is the last option I would go with.
3. If statistically there is no way to solve this then I would look at machine learning to solve this
machine-learning time-series correlation similarity
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
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bumped to the homepage by Community♦ 6 mins ago
This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
add a comment |
$begingroup$
Considering the data is received from a streaming source each second.How to distinguish if both the line graphs 'look' same/different in real time, statically, like the picture given below
Edit:
1.Not sure if there is something as real-time periodic correlation mechanism then cross-correlation would perhaps be an ideal solution ?
2. Comparing slope of the two Line is the last option I would go with.
3. If statistically there is no way to solve this then I would look at machine learning to solve this
machine-learning time-series correlation similarity
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
$endgroup$
bumped to the homepage by Community♦ 6 mins ago
This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
add a comment |
$begingroup$
Considering the data is received from a streaming source each second.How to distinguish if both the line graphs 'look' same/different in real time, statically, like the picture given below
Edit:
1.Not sure if there is something as real-time periodic correlation mechanism then cross-correlation would perhaps be an ideal solution ?
2. Comparing slope of the two Line is the last option I would go with.
3. If statistically there is no way to solve this then I would look at machine learning to solve this
machine-learning time-series correlation similarity
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
$endgroup$
Considering the data is received from a streaming source each second.How to distinguish if both the line graphs 'look' same/different in real time, statically, like the picture given below
Edit:
1.Not sure if there is something as real-time periodic correlation mechanism then cross-correlation would perhaps be an ideal solution ?
2. Comparing slope of the two Line is the last option I would go with.
3. If statistically there is no way to solve this then I would look at machine learning to solve this
machine-learning time-series correlation similarity
machine-learning time-series correlation similarity
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
asked Nov 15 '18 at 18:12
Rai BoseRai Bose
234
234
bumped to the homepage by Community♦ 6 mins ago
This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
bumped to the homepage by Community♦ 6 mins ago
This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
add a comment |
add a comment |
1 Answer
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$begingroup$
I am unsure on how to do this statistically apart from using the slope. However, there are some interesting ways to think about time series in a given time period to find similarity. You could do as follows:
- Use the characteristics of the signal in a given time window and construct an n dimensional vector.
- You could use similarity measures or distance measures like cosine, manhattan etc to evaluate the similarity between them.
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
$endgroup$
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
add a comment |
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1 Answer
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$begingroup$
I am unsure on how to do this statistically apart from using the slope. However, there are some interesting ways to think about time series in a given time period to find similarity. You could do as follows:
- Use the characteristics of the signal in a given time window and construct an n dimensional vector.
- You could use similarity measures or distance measures like cosine, manhattan etc to evaluate the similarity between them.
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
$endgroup$
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
add a comment |
$begingroup$
I am unsure on how to do this statistically apart from using the slope. However, there are some interesting ways to think about time series in a given time period to find similarity. You could do as follows:
- Use the characteristics of the signal in a given time window and construct an n dimensional vector.
- You could use similarity measures or distance measures like cosine, manhattan etc to evaluate the similarity between them.
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
$endgroup$
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
add a comment |
$begingroup$
I am unsure on how to do this statistically apart from using the slope. However, there are some interesting ways to think about time series in a given time period to find similarity. You could do as follows:
- Use the characteristics of the signal in a given time window and construct an n dimensional vector.
- You could use similarity measures or distance measures like cosine, manhattan etc to evaluate the similarity between them.
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
$endgroup$
I am unsure on how to do this statistically apart from using the slope. However, there are some interesting ways to think about time series in a given time period to find similarity. You could do as follows:
- Use the characteristics of the signal in a given time window and construct an n dimensional vector.
- You could use similarity measures or distance measures like cosine, manhattan etc to evaluate the similarity between them.
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
answered Nov 15 '18 at 18:28
Nischal HpNischal Hp
48829
48829
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
add a comment |
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
even with slope methods ,considering both the signals donot rise or fall by equal slopes , how to detect if they are similar?
$endgroup$
– Rai Bose
Nov 15 '18 at 18:47
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
$begingroup$
I am not quite sure, maybe finding the average of the slope and comparing helps. Here is how you could find the average of the slope : searchink.atlassian.net/wiki/spaces/PROJ/pages/282329252/… I still think finding a vector representation and using other metrics/measures will help you evaluate this better.
$endgroup$
– Nischal Hp
Nov 15 '18 at 18:58
add a comment |
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