Two simple time series questions:
1- I want a measure of a time series that describes how closely it
resembles a given collection of time series. Thus, the time series
collection may be contained in column 2 to n of an Excel file, with
each column containing one of the collection, with the time series to
be measured in column 1.
2- Define a measure of a time series that measures how close it is to
a smoothly rising (but not necessarily monotonically rising)
series. Thus using such a measure, one could rank a collection of
time series so that those most smoothly rising and fastest rising
rank highest/lowest using the measure. Thus the time series to be
measured may reside in column 1 of an Excel spread sheet, with the
second column being the numbers 1, 2, 3, . . . etc.
The proximity of the given series to the collection or to "smooth
rising" should be measured in some rms sense. I realize that these
requirements are not completely defined. I'm looking for ideas.