I have 100 two dimensional time series and I also have 1 (benchmark) time series of the same shape. I need to find
k nearest neighbors of the benchmark.
According to the documentation
KNeighborsTimeSeries is unsupervised learning model. But it has
fit methods which takes some training data (which is confusing for me, I thought that unsupervised models never have training data). What do I put to
fit method to achieve my goal?
I'm not sure about the metric yet, but I believe it can be whatever. I can research and play around with different metrics later