In this video, we discuss how we can apply Derivative Dynamic Time Warping to compute distance between pairs of CPI (Consumer Price Index) time series in a dataset. Distance between time series can be very useful for time series clustering and time series classification.

00:00 Intro
00:31 Distance between time series
03:26 DTW
14:48 Derivative DTW (DDTW)
16:29 Make a distance matrix

Application with Python:
18:30 Get the derivatives
22:16 Distance between two time series
29:17 Distance matrix

Source code: https://github.com/stephanielees/clus...

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#timeseries #datascience #machinelearning #inflation #pythonprogramming #dynamictimewarping