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Similarity or Distance - Higher is closer or lower is closer?

Open Lucew opened this issue 7 months ago • 4 comments

First of all, thanks for creating this awesome package. I want to use it to evaluate the measures for finding related time series within industrial/building time series datasets.

For that, I have the following questions: Is there a place where I can quickly gather whether the outcome of a measure is a similarity or a distance? In other words, whether something is more related if the number is higher (similarity) or more related if the metric is lower (distance).

The simplest example would be the differentiation between correlation and Euclidean distance of two time series. For related time series, one could expect the correlation to be high but the Euclidean distance to be low. When, for example, searching for the k most related time series throughout the different metrics implemented here, this information is of great interest.

I'm sorry if I missed that in the publication or the paper. Kindly refer me if there is information on that anywhere.

Lucew avatar Jul 11 '24 15:07 Lucew