Re: how to compute distance metrics with multi dimensional data

From: bluelagoon (bluelagoontrading_at_hotmail.com)
Date: 02/11/05 

Date: 11 Feb 2005 01:01:01 -0800

Lou,

ok, suppose i have a vector type 3d time series
(s1,s2,s3 ),
s1 is measured in meters
s2 is measured in kilograms
s3 is measured in seconds
does not matter what it is, but the measurement units are different for
all vector components.

i embed that vector with dim = 4, delay =1

what you are saying that: to compute distances i need first to z-score
s1,s2,s3 so that i can compare apples to apples?
ok, then what is the formula for computing euc. manhattan and max norm?
i know how to compute for 1d data, i can't seem to find any reference
paper on computing multi dimensional distances... do you have any
points for me?

thanks.
ps. ok another example: suppose you have a time series with 3d
coordinate vector (x,y,z) series, ie a location in 3d space.
you need to embed with dim=4 and delay=1, ie you get a 4 point
trajectory, then how do you compute distances between the embedded
vectors ie with 3d embedded time series ?

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