# An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis

### Stephan Spiegel, Sahin Albayrak

#### Abstract

Although there has been substantial progress in time series analysis in recent years, time series distance measures still remain a topic of interest with a lot of potential for improvements. In this paper we introduce a novel Order Invariant Distance measure which is able to determine the (dis)similarity of time series that exhibit similar sub-sequences at arbitrary positions. Additionally, we demonstrate the practicality of the proposed measure on a sample data set of synthetic time series with artificially implanted patterns, and discuss the implications for real-life data mining applications.

#### References

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#### Paper Citation

#### in Harvard Style

Spiegel S. and Albayrak S. (2012). **An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis** . In *Proceedings of the International Conference on Knowledge Discovery and Information Retrieval - Volume 1: KDIR, (IC3K 2012)* ISBN 978-989-8565-29-7, pages 264-268. DOI: 10.5220/0004165602640268

#### in Bibtex Style

@conference{kdir12,

author={Stephan Spiegel and Sahin Albayrak},

title={An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis},

booktitle={Proceedings of the International Conference on Knowledge Discovery and Information Retrieval - Volume 1: KDIR, (IC3K 2012)},

year={2012},

pages={264-268},

publisher={SciTePress},

organization={INSTICC},

doi={10.5220/0004165602640268},

isbn={978-989-8565-29-7},

}

#### in EndNote Style

TY - CONF

JO - Proceedings of the International Conference on Knowledge Discovery and Information Retrieval - Volume 1: KDIR, (IC3K 2012)

TI - An Order-invariant Time Series Distance Measure - Position on Recent Developments in Time Series Analysis

SN - 978-989-8565-29-7

AU - Spiegel S.

AU - Albayrak S.

PY - 2012

SP - 264

EP - 268

DO - 10.5220/0004165602640268