Best distance measure for cluster analysis of time series data with a circular variable I'm doing hierarchical clustering on a set of time series (say 21 time series of 400 time points), however the variable I want to cluster is a circular variable, i.e. a directional vector between 0 and 360 degrees. Can dynamic time warping be applied to a circular variable? Otherwise, what would be the most appropriate distance measure between circular variable time series?

If there are no wrapaounds, you can use DTW.
If you do have wrapaounds, you either need to unwind the data, or modify the DTW algorithm
If you want to send me some sample data, I am happy to advise more.
Source: I have done DTW on more datasets than another else in the world ;-)
