A PCA-based similarity measure for multivariate time series.

Kiyoung Yang Cyrus Shahabi A PCA-based similarity measure for multivariate time series. 65-74 2004 conf/mmdb/2004 MMDB http://doi.acm.org/10.1145/1032604.1032616 db/conf/mmdb/mmdb2004.html#YangS04