An interpolated periodogram-based metric for comparison of time series with unequal lengths
Jorge Caiado, Nuno Crato, Daniel Peña · RePEc: Research Papers in Economics · 2006
We propose a periodogram-based metric for classification and clustering of time series with different sample sizes. For such cases, we know that the Euclidean distance between the periodogram ordinates cannot be used. One possible way to deal with this problem is to interpolate lineary one of the periodograms in order to estimate ordinates of the same frequencies.