Comprehensive implementation of Dynamic Time Warping algorithms <https://dynamictimewarping.github.io>
__.
DTW is a family of algorithms which compute the local stretch or compression to apply to the time axes of two timeseries in order to optimally map one (query) onto the other (reference). DTW outputs the remaining cumulative distance between the two and, if desired, the mapping itself (warping function). DTW is widely used e.g. for classification and clustering tasks in econometrics, chemometrics and general timeseries mining.
This package provides the most complete, freely-available (GPL)
implementation of Dynamic Time Warping-type (DTW) algorithms up to
date. It is a faithful Python equivalent of R's DTW package on CRAN <https://cran.r-project.org/package=dtw>
__. Supports arbitrary local (e.g.
symmetric, asymmetric, slope-limited) and global (windowing)
constraints, fast native code, several plot styles, and more.
.. image:: https://github.com/DynamicTimeWarping/dtw-python/workflows/Build%20and%20upload%20to%20PyPI/badge.svg :target: https://github.com/DynamicTimeWarping/dtw-python/actions .. image:: https://badge.fury.io/py/dtw-python.svg :target: https://badge.fury.io/py/dtw-python .. image:: https://codecov.io/gh/DynamicTimeWarping/dtw-python/branch/master/graph/badge.svg :target: https://codecov.io/gh/DynamicTimeWarping/dtw-python
Documentation
Please refer to the main `DTW suite homepage
<https://dynamictimewarping.github.io>`__ for the full documentation
and background.
The best place to learn how to use the package (and a hopefully a
decent deal of background on DTW) is the companion paper `Computing
and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
<http://www.jstatsoft.org/v31/i07/>`__, which the Journal of
Statistical Software makes available for free. It includes detailed
instructions and extensive background on things like multivariate
matching, open-end variants for real-time use, interplay between
recursion types and length normalization, history, etc.
To have a look at how the *dtw* package is used in domains ranging from
bioinformatics to chemistry to data mining, have a look at the list of
`citing
papers <http://scholar.google.it/scholar?oi=bibs&hl=it&cites=5151555337428350289>`__.
**Note**: **R** is the prime environment for the DTW
suite. Python's docstrings and the API below are generated
automatically for the sake of consistency and maintainability, and may
not be as pretty.
Features
The implementation provides:
arbitrary windowing functions (global constraints), eg. the
Sakoe-Chiba band <http://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=01163055>
__
and the Itakura parallelogram <http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1162641>
__;
arbitrary transition types (also known as step patterns, slope constraints, local constraints, or DP-recursion rules). This includes dozens of well-known types:
Rabiner-Juang <http://www.worldcat.org/oclc/26674087>
__,
Sakoe-Chiba <http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1163055>
,
and Rabiner-Myers <http://hdl.handle.net/1721.1/27909>
;partial matches: open-begin, open-end, substring matches
proper, pattern-dependent, normalization (exact average distance per step)
the Minimum Variance Matching (MVM) algorithm (Latecki et al.) <http://dx.doi.org/10.1016/j.patcog.2007.03.004>
__
In addition to computing alignments, the package provides:
Multivariate timeseries can be aligned with arbitrary local distance
definitions, leveraging the proxy::dist
(R) or
scipy.spatial.distance.cdist
(Python) functions.
Citation
When using in academic works please cite:
* T. Giorgino. Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package. J. Stat. Soft., 31 (2009) `doi:10.18637/jss.v031.i07 <https://www.jstatsoft.org/article/view/v031i07>`__.
When using partial matching (unconstrained endpoints via the open.begin/open.end options) and/or normalization strategies, please also cite:
* P. Tormene, T. Giorgino, S. Quaglini, M. Stefanelli (2008). Matching Incomplete Time Series with Dynamic Time Warping: An Algorithm and an Application to Post-Stroke Rehabilitation. Artificial Intelligence in Medicine, 45(1), 11-34. `doi:10.1016/j.artmed.2008.11.007 <http://dx.doi.org/10.1016/j.artmed.2008.11.007>`__
Source code
Releases (stable versions) are available in the dtw-python project on PyPi <https://pypi.org/project/dtw-python/>
__. Development
occurs on GitHub at https://github.com/DynamicTimeWarping/dtw-python.
License
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
Credits
-------
This package was created with Cookiecutter_ and the `audreyr/cookiecutter-pypackage`_ project template.
.. _Cookiecutter: https://github.com/audreyr/cookiecutter
.. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage