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garrettwrong / cuTWED

Linear memory CUDA Time Warp Edit Distance
GNU General Public License v3.0
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Distance Matrix for multiple TS #25

Closed ghost closed 3 years ago

ghost commented 3 years ago

Thank you for providing this project.

Is there an efficient way to calculate a distance matrix for multiple time-series? This is a very useful feature for time-series analysis and is for example implemented here for dynamic time warping.

garrettwrong commented 3 years ago

Sort of yes. If the time series have the same number of samples there is a batch method that will compute them in bulk, returning an upper or lower triangle of pair wise distances. A user reported a factor of three speedup for their problem, but in my personal experience it was only a little faster than computing the same pairs yourself (in a loop). It will really depend on the problem sizes and hardware.

garrettwrong commented 3 years ago

This would be the _batch methods...