View source: R/UTILS-compute-envelope.R

compute_envelope | R Documentation |

This function computes the envelopes for DTW lower bound calculations with a Sakoe-Chiba band for a given univariate time series using the streaming algorithm proposed by Lemire (2009).

compute_envelope(x, window.size, error.check = TRUE)

`x` |
A univariate time series. |

`window.size` |
Window size for envelope calculation. See details. |

`error.check` |
Logical indicating whether the function should try to detect inconsistencies and give more informative errors messages. Also used internally to avoid repeating checks. |

The windowing constraint uses a centered window. The calculations expect a value in
`window.size`

that represents the distance between the point considered and one of the edges
of the window. Therefore, if, for example, `window.size = 10`

, the warping for an
observation *x_i* considers the points between *x_{i-10}* and *x_{i+10}*, resulting
in `10(2) + 1 = 21`

observations falling within the window.

A list with two elements (lower and upper envelopes respectively): `lower`

and `upper`

.

This envelope is calculated assuming a Sakoe-Chiba constraint for DTW.

Lemire D (2009). “Faster retrieval with a two-pass dynamic-time-warping lower bound .” *Pattern
Recognition*, **42**(9), pp. 2169 - 2180. ISSN 0031-3203,
doi: 10.1016/j.patcog.2008.11.030,
https://www.sciencedirect.com/science/article/pii/S0031320308004925.

data(uciCT) H <- compute_envelope(CharTraj[[1L]], 18L) matplot(do.call(cbind, H), type = "l", col = 2:3) lines(CharTraj[[1L]])

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