ph1l Aug 3, 2021 #11 Bastion_01 said: Euclidean Metric. No "pruning" More... Would the forecast be different if you used Dynamic Time Warping instead of Euclidean distance?
Bastion_01 said: Euclidean Metric. No "pruning" More... Would the forecast be different if you used Dynamic Time Warping instead of Euclidean distance?
B Bastion_01 Aug 3, 2021 #12 ph1l said: Would the forecast be different if you used Dynamic Time Warping instead of Euclidean distance? More... don't know. I used to work as a quant supporting a physical trader, and this was mostly what we did, as a part of big checklist.
ph1l said: Would the forecast be different if you used Dynamic Time Warping instead of Euclidean distance? More... don't know. I used to work as a quant supporting a physical trader, and this was mostly what we did, as a part of big checklist.