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Time Series Distances
Constructing an interpreter in the previous two chapters illustrated how software parses and evaluates abstract linguistic structures. This chapter shifts focus from language design to data analysis, specifically addressing the temporal dimension of information processing. Time series data — sequences of data points put in time order — is ubiquitous in financial markets, IoT sensor networks and system metrics. We will begin by exploring the mathematical foundations of measuring similarity between temporal sequences, implementing algorithms such as Euclidean distance and Dynamic Time Warping (DTW) to quantify how close two series are. By the end of this chapter, we will have transformed these theoretical concepts into ...
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