how to find the similarity between two curves and the score of similarity?

matlab time-series similarity curves
user1364183 picture user1364183 · Apr 29, 2012 · Viewed 13k times · Source

I have two data sets (t,y1) and (t,y2). These data sets visually look same but their is some time delay or magnitude shift. i want to find the similarity between the two curves (giving the score of similarity 1 for approximately similar curves and 0 for not similar curves). Some curves are seem to be different because of oscillation in data. so, i am searching for the method to find the similarity between the curves. i already tried gradient command in Matlab to find the slope of the curve at each time step and compared it. but it is not giving me satisfactory results. please anybody suggest me the method to find the similarity between the curves.

Thanks in Advance

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Answer

xbob.ym picture xbob.ym · Aug 31, 2012

For time series data similarity measurement, one traditional solution is DTW (Dynamic Time Warpping)

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