Time Series Similarity Evaluation Based on Spearman's Correlation Coefficients and Distance Measures

摘要

This paper evaluates the similarity between two time series generated by two sensors manufactured by different companies, trying to provide some valuable information upon choosing sensors of different brands. Spearman correlation coefficient analysis and Euclidean distance measurement have been applied. Experiment is carried out on R. Visualization of the studied time series and results of similarity measured over time series by Spearman correlation coefficient and Euclidean distance are presented. Besides, the consistency and inconsistency in the analysis results of two measurements have been discussed in this paper.