The SIMILARITY Procedure |

Time Series Transformation |

Transformations are useful when you want to stabilize the time series before computing the similarity measures. There are four transformations available, for strictly positive series only. Let be the original time series, and let be the transformed series. The transformations are defined as follows:

- Log
is the logarithmic transformation,

- Logistic
is the logistic transformation,

where the scaling factor is

and is the smallest integer greater than or equal to

*x*.- Square root
is the square root transformation,

- Box-Cox
is the Box-Cox transformation,

*User-Defined*is the transformation computed by a user-defined subroutine created by using the FCMP procedure, where

*User-Defined*is the subroutine name.

Other time series transformations can be performed prior to invoking the SIMILARITY procedure by using the EXPAND procedure of SAS/ETS or the DATA step.

Note: This procedure is experimental.

Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.