DTWdistance: DTW Distance

In Mthrun/TSAT: Time Series Analysis Tools (TSAT)

DTW Distance

Description

Dynamic Time Warping distance based an Non-Euclidean pairwise distances

Usage

DTWdistance(Data, DistanceFunction = proxy::dist, ...)

Arguments

Data	[1:n,1:d] matrix with d Timeseries of the length n
DistanceFunction	A function which calculates the pairwise distances in the same way as dist
...	Further Arguments for DistanceFunction

Details

Currently only implemented for time series of same length. Distances in DistanceFunction should be calculated the same ways as in a two-dimensional data matrix with the output of the function being object of class dist.

Value

[1:d,1:d] symmetric matrix of distances

Author(s)

Michael Thrun

References

[Giorgino, 2009] Giorgino, T.: Computing and visualizing dynamic time warping alignments in R: the dtw package, Journal of statistical Software, Vol. 31(7), pp. 1-24. 2009.

See Also

dtw

Examples

dd=DTWdistance(Data,DistanceFunction = proxy::dist,method='Manhattan')

Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.