title: How do you measure similarity between 2 series of data?
body: <p>I need to find a similarity measurement between two arrays of data.
  You can call similarity measurement whatever you want, difference, correlation or whatever.</p>
  
  <p>For example:</p>
  
  <pre><code> 1, 2, 3, 4, 5 &lt; Series 1
   2, 3, 4, 5, 6 &lt; Series 2
  </code></pre>
  
  <p>Should be far more similar to each other than these 2 series:</p>
  
  <pre><code> 1, 2, 3, 4, 5 &lt; Series 1
   1, 1, 5, 8, 7 &lt; Series 2
  </code></pre>
  
  <p>Any suggestions? </p>
  
  <p>Is there a source code available for it?</p>