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March 30th, 2009, 01:23 PM   #1
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curve (data) similarity - load curve

Hi,
I have to compare different load curves (electricity), eg. curves 2-20 with
a curve 1. Every curve is represented as array of 24 values (hourly values),
with no discontinuity (all values are above 0). I have to find which curve
2-20 is most similar to curve 1. I'm using Excel, but other tools are in as
well (Matlab, Mathematica, pen & paper). As you can see, my knowledge
of math is very limited. I've found two
functions in Excel, CORREL (correlation ratio, I presume it is linear
correlation ratio) and COVAR. I also tried my formula which is
=ABS((B2-C2)*(B3-C3)*(B4-C4)...(B25-C25)), that is |Product(xi-yi)|, Vi<n

Please tell me which is best formula to determine shape similarity (from my
point of view, CORREL seems the best) and why. Also, if it isn't the same
formula, which formula would be best to determine similarity overall
(two curves of same shape don't have to overlap, e.g. if they same relative
distance between all of the 24 values)?
Thanks in advance,

Marin
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