Dynamic time warping is a popular technique for comparing time series, providing both a distance measure that is insensitive to local compression and stretches and the warping which optimally deforms one of the two input series onto the other. A variety of algorithms and constraints have been discussed in the literature. The dtw package provides an unication of them; it allows R users to compute time series alignments mixing freely a variety of continuity constraints, restriction windows, endpoints, local distance denitions, and so on. The package also provides functions for visualizing alignments and constraints using several classic diagram types.
Computing and Visualizing Dynamic Time Warping Alignments in R: the dtw Package
Giorgino T
2009
Abstract
Dynamic time warping is a popular technique for comparing time series, providing both a distance measure that is insensitive to local compression and stretches and the warping which optimally deforms one of the two input series onto the other. A variety of algorithms and constraints have been discussed in the literature. The dtw package provides an unication of them; it allows R users to compute time series alignments mixing freely a variety of continuity constraints, restriction windows, endpoints, local distance denitions, and so on. The package also provides functions for visualizing alignments and constraints using several classic diagram types.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
