Dynamic Time Warping (DTW) for time series with different step sizes

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.

Topic dynamic-time-warping time-series similarity

Category Data Science

1
answered at

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.

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