Feature Request: Dynamic Time Warping

pandas-dev / pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

https://pandas.pydata.org

BSD 3-Clause "New" or "Revised" License

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Feature Request: Dynamic Time Warping #3810

Closed nipunbatra closed 11 years ago

nipunbatra commented 11 years ago

R has a toolbox for it http://dtw.r-forge.r-project.org/

mlpy has something on these lines as well, though not as complete.

Since Pandas has a lot of timeseries stuff, adding DTW might be good. Or if not adding afresh, integrating with R or mlpy package maybe, or simply using rpy2 interface within Pandas and expand the sections here http://pandas.pydata.org/pandas-docs/dev/r_interface.html

References:

http://stackoverflow.com/questions/5695388/dynamic-time-warping-in-python
http://rdatamining.wordpress.com/2011/08/23/time-series-analysis-and-mining-with-r/ (specifically the section on clustering)

jreback commented 11 years ago

is there an implementation out there? compatible license?

nipunbatra commented 11 years ago

From dtw packages's page "The R Package dtw provides the most complete, freely-available (GPL) implementation of Dynamic Time Warping-type (DTW) algorithms up to date."

jreback commented 11 years ago

well - it could make sense to include but would have to have someone write a python impl (just to validate and get it right), then could cythonize to make it fast

@nipunreddevil up for it?

jreback commented 11 years ago

@jseabold is this more pandas or statsmodels?

nipunbatra commented 11 years ago

@jreback How about first using Pandas-rpy2-R bridge and seeing how it works? What is the general policy regarding such things which exist open source in R?

Btw some more open source implementations here

jreback commented 11 years ago

http://mlpy.sourceforge.net/ Already implemented here - is there reason not to use this? (as opposed to writing another impl in pandas)

nipunbatra commented 11 years ago

I posted some notes regarding the same here Even i am not in favor of reinventing the wheel!

RONNCC commented 11 years ago

scikit image has one of these iirc ;)

nipunbatra commented 11 years ago

@sg: Thanks for pointing. scikit-image seems to have some stuff pertinent to time series

Just saw https://github.com/scikit-image/scikit-image/pull/518

But didn't find anything yet in documentation.

On Sun, Jun 9, 2013 at 12:51 PM, sg notifications@github.com wrote:

scikit image has one of these iirc ;)

— Reply to this email directly or view it on GitHubhttps://github.com/pydata/pandas/issues/3810#issuecomment-19162036 .

RONNCC commented 11 years ago

it's still pretty recent + is in review so it's not been merged - therefore nothing in the official docs

@mdeklerk @ahojnnes @stefanv

jreback commented 11 years ago

closing as not really pandas domain