Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package

Dynamic time warping is a popular technique for comparing time series, providing both a distance measure that is insensitive to local compression and stretches and the warping which optimally deforms one of the two input series onto the other. A variety of algorithms and constraints have been discus...

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Main Author: Toni Giorgino
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2009-08-01
Series:Journal of Statistical Software
Subjects:
Online Access:http://www.jstatsoft.org/v31/i07/paper
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author Toni Giorgino
author_facet Toni Giorgino
author_sort Toni Giorgino
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description Dynamic time warping is a popular technique for comparing time series, providing both a distance measure that is insensitive to local compression and stretches and the warping which optimally deforms one of the two input series onto the other. A variety of algorithms and constraints have been discussed in the literature. The <b>dtw</b> package provides an unification of them; it allows R users to compute time series alignments mixing freely a variety of continuity constraints, restriction windows, endpoints, local distance definitions, and so on. The package also provides functions for visualizing alignments and constraints using several classic diagram types.
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spelling doaj.art-a357e01b3dcb427b9c0c85b9a6bf1cff2022-12-21T19:50:04ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602009-08-013107Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw PackageToni GiorginoDynamic time warping is a popular technique for comparing time series, providing both a distance measure that is insensitive to local compression and stretches and the warping which optimally deforms one of the two input series onto the other. A variety of algorithms and constraints have been discussed in the literature. The <b>dtw</b> package provides an unification of them; it allows R users to compute time series alignments mixing freely a variety of continuity constraints, restriction windows, endpoints, local distance definitions, and so on. The package also provides functions for visualizing alignments and constraints using several classic diagram types.http://www.jstatsoft.org/v31/i07/papertimeseriesalignmentdynamic programmingdynamic time warping
spellingShingle Toni Giorgino
Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
Journal of Statistical Software
timeseries
alignment
dynamic programming
dynamic time warping
title Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
title_full Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
title_fullStr Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
title_full_unstemmed Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
title_short Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
title_sort computing and visualizing dynamic time warping alignments in r the dtw package
topic timeseries
alignment
dynamic programming
dynamic time warping
url http://www.jstatsoft.org/v31/i07/paper
work_keys_str_mv AT tonigiorgino computingandvisualizingdynamictimewarpingalignmentsinrthedtwpackage