Time series distance metric

Question

In order to clusterize a set of time series I\'m looking for a smart distance metric. I\'ve tried some well known metric but no one fits to my case.

ex: Let\'s assume t

Answer 1

Pietro P's answer is just a special case of applying a convolution to your time series.

If I gave the kernel:

[1,1,...,1,1,1,0,0,0,0,...0,0]

I would get a cumulative series .

Adding a convolution works because you're giving each data point information about it's neighbours - it's now order dependent.

It might be interesting to try with a guassian convolution or other kernels.