dtw_partial: Partial Dynamic Time Warping

In IncDTW: Incremental Calculation of Dynamic Time Warping

Partial Dynamic Time Warping

Description

Get the cheapest partial open end alignment of two time series

Usage

dtw_partial(x, partial_Q = TRUE, partial_C = TRUE, reverse = FALSE)
                     

Arguments

x	result object of either dtw() or idtw2vec()
partial_Q	logical (default = TRUE), whether Q is aligned completely to C or open ended.
partial_C	logical (default = TRUE), whether C is aligned completely to Q or open ended.
reverse	logical (default = FALSE), whether Q and C are in original or reverse order.

Details

Q is the time series that describes the vertical dimension of the global cost matrix, so length(Q) is equal to nrow(x$gcm). So C describes the horizontal dimension of the global cost matrix, length(C) is equal to ncol(x$gcm).

dtw_partial() returns the open-end alignment of Q and C with the minimal normalized distance. If partial_Q and partial_C both are TRUE the partial alignment with the smaller normalized distance is returned.

If Q and C are in reverse order, then the optimal solution for the reverse problem is found, that is the alignment with minimal normalized distance allowing and open-start alignment.

Value

rangeQ	Vector of initial and ending index for best alignment
rangeC	Vector of initial and ending index for best alignment
normalized_distance	the normalized DTW distance (see details in dtw).

Examples

#--- Open-end alignment for multivariate time series.
# First simulate a 2-dim time series Q
Q <- matrix(cumsum(rnorm(50 * 2)), ncol = 2)

# Then simulate C as warped version of Q, 
C <- simulate_timewarp(Q, stretch = 0.2, compress = 0.2, 
                       preserve_length = TRUE)

# add some noise
C <- C + rnorm(prod(dim(C)))

# and append noise at the end
C <- rbind(C, matrix(rnorm(30), ncol = 2))

tmp <- dtw(Q = Q, C = C, ws = 50, return_QC = TRUE, return_wp = TRUE)
par <- dtw_partial(tmp, partial_C = TRUE)
par
plot(tmp, partial = par, type = "QC")
plot(tmp, partial = par, type = "warp")
plot(tmp, partial = par, type = "QC", selDim = 2)


#--- Open-start is possible as well:
Q <- sin(1:100)
C <- c(rnorm(50), Q)
tmp <- dtw(Q = rev(Q), C = rev(C))
dtw_partial(tmp, reverse = TRUE)

IncDTW documentation built on March 18, 2022, 6:43 p.m.