ERPDist_fast: (Even Faster) Edit Distance with Real Penalty

In Jakob-Bach/FastTSDistances: Fast dissimilarity computations for time series

Description

Faster version ofERPDist which uses a cyclic access strategy with a smaller cost matrix; inspired by the C implementation of dynamic time warping in dtwclust::dtw_basic().

Usage

ERPDist_fast(x, y, gapValue, normalize = FALSE)

Arguments

x	1st numeric vector/time series.
y	2nd numeric vector/time series.
gapValue	If an element of one series is not matched to the other series, its distance to the gapValue is computed instead (0 might be a sensible default for standardized series).
normalize	Divide by the length of the longer time series (= minimum amount of assignment steps) to account for series of different lengths in your dataset.

Value

The distance as double.

References

Chen, L., & Ng, R. (2004, August). On the marriage of lp-norms and edit distance. In Proceedings of the Thirtieth international conference on Very large data bases-Volume 30 (pp. 792-803). VLDB Endowment.

See Also

Other Edit distance functions: EDRDistMult_fast, EDRDistSakoeChibaMult_fast, EDRDistSakoeChiba_fast, EDRDist_fast, ERPDistMult_fast, ERPDistSakoeChibaMult_fast, ERPDistSakoeChiba_fast, ERPDistSakoeChiba, ERPDist

Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.