title: Correlation between multivariate sequencies in python
body: <p>I am new to multivariate time-series and sequences analysis and I cannot find anything relevant to my problem.</p>
  <p>I have a dataset with sequential data (each sample of a sequence corresponds to features such as heading, speed, longitude, latitude etc.). The dataset contains many of these sequencies (ship trajectories).</p>
  <p>I am trying to do a classification of these trajectories-sequencies using KNN. I have already tried with some distance metrics, but I have been asked to find a way to use correlation between the trajectories combined with the KNN.</p>
  <p>What I am thinking is that for trajectory1 (T1) and trajectory2 (T2) I could find the pairwise correlations for the feature sequencies (T1_heading_sequence with T2_heading_sequence, T1_speed_sequence with T2_speed_sequence etc.), calculate the correlation distances between the vectors as 1-r and add them up to find the final dissimilarity measure to use for the KNN classification.</p>
  <p>Is this any reasonable? Or if not, could you suggest another dissimilarity measure based on correlation that I could probably use for my problem, so that I can study about it?</p>
  <p>Thank you in advance</p>