Inspired by this I made an example using RapidMiner. It works as follows
- A simple sine series is made.
- The "Windowing" operator converts the series into a set of triplets
- The "Multiply" operator makes a copy of the example set
- The "Cross Distances" operator calculates the distances between all the points in the two copies
- The "Filter Examples" operator allows filtering to be done. The smaller the distance the closer the points.