dtw 0.1.0

Dynamic time warping (DTW) algorithm and approximations implementation
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dtw

Dynamic time warping (DTW) algorithm and approximations implementation.

The DTW algorithm [1] finds the optimal alignment between two time series.

This crate provides a DTW implementations as well as a FastDTW [2] implementation. FastDTW is linear time and space approximation of DTW.

References

[1] Kruskal, JB & Liberman, Mark. (1983). The symmetric time-warping problem: From continuous to discrete. Time Warps, String Edits, and Macromolecules: The Theory and Practice of Sequence Comparison.

[2] Salvador, Stan & Chan, Philip. (2004). Toward Accurate Dynamic Time Warping in Linear Time and Space. Intelligent Data Analysis. 11. 70-80.