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Nick Cox
Nick Cox
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This criteriaThe criterion that “the magnitude as well as the trend of the two stores should match” is simply a bad one! The problem is that small differences in magnitude (normally called offset) dwarf differences in shape. If you want to consider both at the same time, you need to come up with a weighting parameter to say how important each is,is; they are only superficially in the same units.

You almost certainly do NOT want to use DTW.

If I had to guess (without picking your brain more): use z-normalized Euclidian distance,Euclidean distance; then examine the visual plots of each cluster, without z-normalization.

This criteria “the magnitude as well as the trend of the two stores should match” is simply a bad one! The problem is that small differences in magnitude (normally called offset) dwarf differences in shape. If you want to consider both at the same time, you need to come up with a weighting parameter to say how important each is, they are only superficially in the same units.

You almost certainly do NOT want to use DTW.

If I had to guess (without picking your brain more) use z-normalized Euclidian distance, then examine the visual plots of each cluster, without z-normalization.

The criterion that “the magnitude as well as the trend of the two stores should match” is simply a bad one! The problem is that small differences in magnitude (normally called offset) dwarf differences in shape. If you want to consider both at the same time, you need to come up with a weighting parameter to say how important each is; they are only superficially in the same units.

You almost certainly do NOT want to use DTW.

If I had to guess (without picking your brain more): use z-normalized Euclidean distance; then examine the visual plots of each cluster, without z-normalization.

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Eamonn Keogh
Eamonn Keogh
  • 1

This criteria “the magnitude as well as the trend of the two stores should match” is simply a bad one! The problem is that small differences in magnitude (normally called offset) dwarf differences in shape. If you want to consider both at the same time, you need to come up with a weighting parameter to say how important each is, they are only superficially in the same units.

You almost certainly do NOT want to use DTW.

If I had to guess (without picking your brain more) use z-normalized Euclidian distance, then examine the visual plots of each cluster, without z-normalization.