In article An Introduction to Similarity Analysis Using SAS by Leonard et al., similarity matrices are introduced in these terms :
Similarity measures can be used to compare several
time sequences to form a similarity matrix. This situation usually
arises in time series clustering. For example, given K time
sequences, a (KxK) symmetric matrix can be constructed whose ijth
element contains the similarity measure between the ith and jth
sequence.
That's a neet idea. However, Proc Similarity (in SAS/ETS 9.3) doesn't accept the same series to be listed as an input and a target sequence. What is the best way to get a similarity matrix with Proc Similarity?
PG
PG