Wolfram Language & System 10.3 (2015)|Legacy Documentation
This is documentation for an earlier version of the Wolfram Language.View current documentation (Version 11.2)
gives the time warping (DTW) similarity path between sequences and .
uses a window of radius r for local search.
- TimeWarpingCorrespondence is also known as dynamic time warping.
- TimeWarpingCorrespondence returns of nondecreasing positions such that correspond to .
- The returned positions attempt to minimize the distance over all possible such positions and with the constraint that all elements of and are represented as some and , respectively.
- The number of positions k satisfies .
- The sequences can be lists of numeric or Boolean scalars or vectors.
- The search window radius r can be a non-negative integer that bounds the search for optimal correspondence such that will be compared with elements only for .
- A smaller r typically gives a faster but less optimal result. If , then r has no effect.
- TimeWarpingCorrespondence accepts a DistanceFunctiond option with settings:
Automatic automatically determine distance function EuclideanDistance Euclidean distance ManhattanDistance Manhattan or "city block" distance BinaryDistance 0 if elements are equal; 1 otherwise ChessboardDistance Chebyshev or sup norm distance SquaredEuclideanDistance squared Euclidean distance NormalizedSquaredEuclideanDistance normalized squared Euclidean distance CosineDistance angular cosine distance CorrelationDistance correlation coefficient distance BrayCurtisDistance Total[Abs[u-v]]/Total[Abs[u+v]] CanberraDistance Total[Abs[u-v]/(Abs[u]+Abs[v])] MatchingDissimilarity matching dissimilarity between Boolean vectors
- The Automatic setting uses EuclideanDistance for numeric data and MatchingDissimilarity for Boolean data.
Introduced in 2015