In the prior chapter, we learned about several pairwise techniques we can use to perform multi-series time series analysis. In this chapter, we will introduce one more such technique and will use it as the first method in a multi-series time series ensemble.
What Is DIFFSTD?
Standard Deviation of Differences (DIFFSTD) is a pairwise time series comparison technique, meaning that we can use it to compare behavior between two series and gain an understanding of how data movements in those two series ...
