Recording some customized functions built by myself which are useful in application of time series analysis and forecasting tasks.
Rescale the length of input list by specified integer and normalize values in the list. The rescaled lengrh is allow to over or less from original length of list.
Calculate the similarity from two input seires data. The idea of this measurement is modified from the following paper: Product family formation by matching Bill-of-Materials trees. by Mohamed Kashkoush & Hoda ElMaraghy. from CIRP Journal of Manufacturing Science and Technology. Volume 12, January 2016, Pages 1-13
Implement grey forecasting model where is based on GM(1,1) of grey relational space. The idea of grey forecasting model is cited from following paper: Introduction to Grey System Theory. by Deng Julong. from The Journal of Grey System. Volume 1, issue 1, October 1989, pp1–24.