FARM - Forward Angular Relevance Measure
The original implementation of the Forward Angular
Relevance Measure (FARM). The algorithm relies on a forward
alignment approach for compared time series based on the
dynamic time warping (DTW) principle. It considers the
differences between data point as source in a combined distance
metric that is used for series alignment. The algorithm returns
a global and a series of local relevance measures relying on
correlation coefficients. A normalization of time series is not
part of the algorithm but recommended for best results. The
FARM method is introduced in: Christen et al. (2023)
<doi:10.48550/arXiv.2304.11028>.