DISTANCE between TIME SERIES: Derive It, Align It
Published 2024-03-28
00:00 Intro
00:31 Distance between time series
03:26 DTW
14:48 Derivative DTW (DDTW)
16:29 Make a distance matrix
Application with Python:
18:30 Get the derivatives
22:16 Distance between two time series
29:17 Distance matrix
Source code: github.com/stephanielees/clusterCPI_president
P.S. Timely Time Series has just hit 100 subscribers, and I want to let my subscribers know how thankful I am to each and every one of you! Thank you so much for your support to this day 🙏 Let's keep studying together!
#timeseries #datascience #machinelearning #inflation #pythonprogramming #dynamictimewarping