ParrCorr : Efficient Parallel Methods to Identify Similar Time Series Pairs across Sliding Windows
This page comes with the paper about ParrCorr : Efficient Parallel Methods to Identify Similar Time Series Pairs across Sliding Windows. It gives links to the code and documentation.
We carried out our experiments on synthetic datasets using a random walk data series generator, each data series consisting of 256 points. At each time point the generator draws a random number from a Gaussian distribution N(0,1), then adds the value of the last number to the new number. You can use Random Walk Time Series Generator to produce a set of randomWalk datasets.
The real world data represents seismic time series collected from the IRIS Seismic Data Access repository.