dtw

Dynamic Time Warping Algorithms

A comprehensive implementation of dynamic time warping (DTW) algorithms in R. DTW computes the optimal (least cumulative distance) alignment between points of two time series. Common DTW variants covered include local (slope) and global (window) constraints, subsequence matches, arbitrary distance definitions, normalizations, minimum variance matching, and so on. Provides cumulative distances, alignments, specialized plot styles, etc., as described in Giorgino (2009) <doi:10.18637/jss.v031.i07>.

Tests Vignettes

Available Snapshots

This version of dtw can be found in the following snapshots:

Dependencies

Imports/Depends/LinkingTo/Enhances (2)
  • R
  • proxy
  • Version History