Multivariate Time series comparing

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Hi anyone
I have four feature and five Sample for this features that is numeric and extracted for specific application in different runs.
assumes that my data is following shape:
for first Run

	Feature			
	F1#	F2#	F3#	F4#
Sample1	15	142	500	310
Sample2	20	167	601	490
Sample3	25	189	699	670
Sample4	29	199	748	820
Sample5	55	256	799	1000

for second run

	Feature			
	F1#	F2#	F3#	F4#
Sample1	26	180	568	412
Sample2	34	192	672	499
Sample3	39	201	721	899
Sample4	49	222	801	1012
Sample5	77	291	900	2800

My question is :
how compare this data?
what Machine learning method or Similarity measurement approach is appropriate for this Multivariate Time series?
In fact i want to say this data are similar and belongs for one applications.
Sincerely yours.

Posted 2-May-14 1:46am

Member 10390219

Updated 2-May-14 11:40am

Maciej Los

v2

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Sergey Alexandrovich Kryukov 2-May-14 13:50pm

It depends on what do you want to achieve...
—SA

Member 10390219 2-May-14 15:08pm

Hi Mr Kryukov. I want to classify two run in one class(because two time series are similar and belong to specific program) and then in compare with new time series that similar to one of this runs, classifies to their class, otherwise belong to new class.

Maciej Los 2-May-14 17:45pm

I think the data are not comparable, but you can define relationships between them. There is many statistical methods...

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Sergey Alexandrovich Kryukov · Answer 1 · 2014-05-02T10:48:00

You can learn the background, for example, here:
http://en.wikipedia.org/wiki/Multivariate_analysis_of_variance[^],
http://en.wikipedia.org/wiki/Multivariate_statistics[^],
http://www.birs.ca/workshops/2006/06w5054/files/byron-roe.pdf[^],
http://christophe.genolini.free.fr/recherche/atelierATelecharger/Jose%20cortinas.pdf[^],
http://www.units.miamioh.edu/sumsri/sumj/2000/stat00.pdf[^].

Probably, you can want to find some available code. To ask about programming aspects of the problem, tagging "Linux" is not enough and is not a main thing; you would also need to tag the language you want to use, perhaps some other detail.

—SA