I have a standard set of sequential time based data which shows the trend of some events individually. I want to compare these data and check it with another new set of sequential time based data offline in order to classify the events as to which class this belongs to. The new data may not be the replica of any of the sequential time based data or event but certainly near about any one of the events. Mostly it is a kind of function approximator. Is there any way of doing this in MATLAB? If yes then how and if no then how can I do this using any other software? Thanks in advance to all.