A first observation window in a first time series is identified. The first observation window is preceded by a first portion of the first time series. A neural network is trained using the first portion of the first time series and the first observation window, and weights are extracted from the middle layers of the neural network. A first feature vector is generated based on the weights. A second observation window in a second time series is identified, where the second observation window is preceded by a first portion of the second time series. A second feature vector associated with the second observation window is determined. The second feature vector is based at least in part on the first set of weights. A similarity between the first and second observation windows is determined based on comparing the first feature vector and the second feature vector.