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Is it possible to use Dynamic Time Warping (DTW) algorithm as a method to find the similarity between two time-series data that have different step/measurement sizes? For example, one is measured every hour and the other is measured every day.

Adel
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Yes, first DTW allows to match several timepoints from one sequence to a single timepoint of another sequence. Second, if some implementation, which you use, does not allow for this, you could simply interpolate one of ypur timeserieses to match timestep of another.

Anvar Kurmukov
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  • Thanks a lot. I am now thinking about 'units of measurements'. For example, the data points in a time series are measured based on 'megawatt' and the other one is in 'kilowatt'. Is the DTW still applicable? I mean without unit conversion. – Adel Jan 31 '22 at 12:50