SoftwareX (Dec 2023)

SimilarityTS: Toolkit for the evaluation of similarity for multivariate time series

  • Alejandro Fernández-Montes,
  • Damián Fernández-Cerero,
  • Felipe Escalera-González,
  • Agnieszka Jakóbik,
  • Belén Bermejo,
  • Carlos Juiz

Journal volume & issue
Vol. 24
p. 101527

Abstract

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This paper presents SimilarityTS, a toolkit for the evaluation of similarity for multivariate time series. This software enables the comparison and assessment of the similarity between time series in a standard way, using the most relevant metrics and figures usually employed in the literature, such as the Kullback–Leibler divergence, Dynamic Time Warping, DTW paths, PCA, and t-SNE representations, among others. This toolkit provides a better way to compare research results and facilitates the repeatability of experiments.

Keywords