Time Series Clustering Using Self-Organizing Maps

Similarity Distances

library(zoo)
library(kohonen)
library(ggplot2)
library(dtw)

# Two time series
X <- c(1,1,1,4,4,4,4,4,1,1)
Y <- c(1,1,4,4,4,4,4,1,1,1)
# Euclidean distance
TSdist::DTWDistance(X, Y)

[1] 0

# Euclidean distance
TSdist::EuclideanDistance(X, Y)

[1] 4.242641

# DTW distance
alignment<-dtw::dtw(X, Y, keep.internals = TRUE, step=symmetric1, k=T)
plot(alignment)

plot(alignment,type="threeway")