The SIMILARITY Procedure

PROC SIMILARITY Statement

PROC SIMILARITY options ;

The following options can be used in the PROC SIMILARITY statement.

DATA=SAS-data-set

names the SAS data set that contains the time series, transactional, or sequence input data for the procedure. If the DATA= option is not specified, the most recently created SAS data set is used.

ORDER=order-option

specifies the order in which the variables listed in the INPUT and TARGET statements are to be processed. This ordering affects the OUTSEQUENCE=, OUTPATH=, OUTMEASURE=, and OUTSUM= data sets, in addition to the printed and graphical output. The SORTNAMES option also affects the ordering of the analysis. You must specify one of the following order-options:

INPUT: specifies that each INPUT variable be processed and then the TARGET variables be processed. The results are stored and printed based only on the INPUT variables.
INPUTTARGET: specifies that each INPUT variable be processed and then the TARGET variables be processed. The results are stored and printed based on both the INPUT and TARGET variables. This is the default.
TARGET: specifies that each TARGET variable be processed and then the INPUT variables be processed. The results are stored and printed based only on the TARGET variables.
TARGETINPUT: specifies that each TARGET variable be processed and then the INPUT variables be processed. The results are stored and printed based on both the TARGET and INPUT variables.

OUT=SAS-data-set

names the output data set to contain the time series variables specified in the subsequent INPUT and TARGET statements. If an ID variable is specified in the ID statement, it is also included in the OUT= data set. The values are accumulated based on the ID statement INTERVAL= option or the ACCUMULATE= options or both. The values are transformed based on the INPUT or TARGET statement TRANSFORM=, DIF=, and SDIF= options in this order. The OUT= data set is particularly useful when you want to further analyze, model, or forecast the resulting time series with other SAS/ETS procedures.

OUTMEASURE=SAS-data-set

names the output data set to contain the detailed similarity measures by time ID value. The form of the OUTMEASURE= data set is determined by the PROC SIMILARITY statement SORTNAMES and ORDER= options.

OUTPATH=SAS-data-set

names the output data set to contain the path used to compute the similarity measures for each slide and warp. The form of the OUTPATH= data set is determined by the PROC SIMILARITY statement SORTNAMES and ORDER= options. If a user-defined similarity measure is specified, the path cannot be determined; therefore, the OUTPATH= data set does not contain information related to this measure.

OUTSEQUENCE=SAS-data-set

names the output data set to contain the sequences used to compute the similarity measures for each slide and warp. The form of the OUTSEQUENCE= data set is determined by the PROC SIMILARITY statement SORTNAMES and ORDER= options.

OUTSUM=SAS-data-set

names the output data set to contain the similarity measure summary. The OUTSUM= data set is particularly useful when analyzing large numbers of series and only the summary of the results are needed. The form of the OUTSUM= data set is determined by the PROC SIMILARITY statement SORTNAMES and ORDER= options.

PLOTS=option PLOTS=( options …)

specifies the graphical output desired. To specify multiple options, separate them by spaces and enclose the group in parentheses. By default, the SIMILARITY procedure produces no graphical output. The following graphical options are available:

COSTS: plots graphics for time warp costs.
DISTANCES: plots graphics for similarity absolute and relative distances (OUTPATH= data set).
INPUTS: plots graphics for input variable time series (OUT= data set).
MAPS: plots graphics for time warp maps (OUTPATH= data set).
MEASURES: plots graphics for similarity measures (OUTMEASURE= data set).
NORMALIZED: plots graphics for both the input and target variable normalized sequence. These plots are displayed only when the INPUT or TARGET statement NORMALIZE= option is specified.
PATHS: plots time warp paths graphics (OUTPATH= data set).
SCALED: plots graphics for both the input variable scaled sequence. These plots are displayed only when the INPUT statement SCALE= option is specified.
SEQUENCES: plots graphics for both the input and target variable sequence (OUTSEQUENCE= data set).
TARGETS: plots graphics for the target variable time series (OUT= data set).
WARPS: plots graphics for time warps (OUTPATH= data set).
ALL: is the same as PLOTS=(INPUTS TARGETS SEQUENCES NORMALIZED SCALED DISTANCES PATHS MAPS WARPS COST MEASURES).

PRINT=option PRINT=(options …)

specifies the printed output desired. To specify multiple options, separate them by spaces and enclose the group in parentheses. By default, the SIMILARITY procedure produces no printed output. The following printing options are available:

DESCSTATS: prints the descriptive statistics for the working time series.
PATHS: prints the path statistics table. If a user-defined similarity measure is specified, the path cannot be determined; therefore, the PRINT=PATHS table is not printed for this measure.
COSTS: prints the cost statistics table.
WARPS: prints the warp summary table.
SLIDES: prints the slides summary table.
SUMMARY: prints the similarity measure summary table.
ALL: is the same as PRINT=(DESCSTATS PATHS COSTS WARPS SLIDES SUMMARY).

PRINTDETAILS

specifies that the output requested with the PRINT= option be printed in greater detail.

SEASONALITY=integer

specifies the length of the seasonal cycle where integer ranges from one to 10,000. For example, SEASONALITY=3 means that every group of three time periods forms a seasonal cycle. By default, the length of the seasonal cycle is 1 (no seasonality) or the length implied by the INTERVAL= option specified in the ID statement. For example, INTERVAL=MONTH implies that the length of the seasonal cycle is 12.

SORTNAMES

specifies that the variables specified in the INPUT and TARGET statements be processed in alphabetical order of the variable names. By default, the SIMILARITY procedure processes the variables in the order in which they are listed. The ORDER= option also affects the ordering in which the analysis is performed.