dtaidistance.dtw_ndim¶
Dynamic Time Warping (DTW) for Ndimensional series.
author:  Wannes Meert 

copyright:  Copyright 20172018 KU Leuven, DTAI Research Group. 
license:  Apache License, Version 2.0, see LICENSE for details. 

dtaidistance.dtw_ndim.
distance
(s1, s2, window=None, max_dist=None, max_step=None, max_length_diff=None, penalty=None, psi=None, use_c=False, use_pruning=False, only_ub=False)¶ (Dependent) Dynamic Time Warping using multidimensional sequences.
Assumes the first dimension to be the sequence item index, and the second dimension to be the series index (thus timestep).
Example:
s1 = np.array([[0, 0], [0, 1], [2, 1], [0, 1], [0, 0]], dtype=np.double) s2 = np.array([[0, 0], [2, 1], [0, 1], [0, .5], [0, 0]], dtype=np.double) d = distance(s1, s2)
See
dtaidistance.dtw.distance()
for parameters.This method returns the dependent DTW (DTW_D) [1] distance between two ndimensional sequences. If you want to compute the independent DTW (DTW_I) distance, use the 1dimensional version:
dtw_i = 0 for dim in range(ndim): dtw_i += dtw.distance(s1[:,dim], dtw.distance(s2[:,dim])
Note: If you are using the Coptimized code, the above snippet will trigger a copy operation to guarantee the arrays to be Cordered and will thus create time and memory overhead. This can be avoided by storing the dimensions as separate arrays or by flipping the array dimensions and use dtw.distance(s1[dim,:], dtw.distance(s2[dim,:]).
[1] M. ShokoohiYekta, B. Hu, H. Jin, J. Wang, and E. Keogh. Generalizing dtw to the multidimensional case requires an adaptive approach. Data Mining and Knowledge Discovery, 31:1–31, 2016.

dtaidistance.dtw_ndim.
distance_fast
(s1, s2, window=None, max_dist=None, max_step=None, max_length_diff=None, penalty=None, psi=None, use_pruning=False, only_ub=False)¶ Fast C version of
distance()
.Note: the series are expected to be arrays of the type
double
. Thusnumpy.array([[1,1],[2,2],[3,3]], dtype=numpy.double)

dtaidistance.dtw_ndim.
distance_matrix
(s, ndim, max_dist=None, use_pruning=False, max_length_diff=None, window=None, max_step=None, penalty=None, psi=None, block=None, compact=False, parallel=False, use_c=False, use_mp=False, show_progress=False, only_triu=False)¶ Distance matrix for all ndimensional sequences in s.
This method returns the dependent DTW (DTW_D) [1] distance between two ndimensional sequences. If you want to compute the independent DTW (DTW_I) distance, use the 1dimensional version and sum the distance matrices:
dtw_i = dtw.distance_matrix(series_sep_dim[0]) for dim in range(1, ndim): dtw_i += dtw.distance_matrix(series_sep_dim(dim)
Where series_sep_dim is a datastructure that returns a list of the sequences that represents the ith dimension of each sequence in s.
Parameters:  s – Iterable of series
 window – see
distance()
 max_dist – see
distance()
 max_step – see
distance()
 max_length_diff – see
distance()
 penalty – see
distance()
 psi – see
distance()
 block – Only compute block in matrix. Expects tuple with begin and end, e.g. ((0,10),(20,25)) will only compare rows 0:10 with rows 20:25.
 compact – Return the distance matrix as an array representing the upper triangular matrix.
 parallel – Use parallel operations
 use_c – Use c compiled Python functions
 use_mp – Use Multiprocessing for parallel operations (not OpenMP)
 show_progress – Show progress using the tqdm library. This is only supported for the pure Python version (thus not the Cbased implementations).
 only_triu – Only fill the upper triangle
Returns: The distance matrix or the condensed distance matrix if the compact argument is true
[1] M. ShokoohiYekta, B. Hu, H. Jin, J. Wang, and E. Keogh. Generalizing dtw to the multidimensional case requires an adaptive approach. Data Mining and Knowledge Discovery, 31:1–31, 2016.

dtaidistance.dtw_ndim.
distance_matrix_fast
(s, ndim, max_dist=None, max_length_diff=None, window=None, max_step=None, penalty=None, psi=None, block=None, compact=False, parallel=True, only_triu=False)¶ Fast C version of
distance_matrix()
.

dtaidistance.dtw_ndim.
ub_euclidean
(s1, s2)¶ Euclidean (dependent) distance between two ndimensional sequences. Supports different lengths.
If the two series differ in length, compare the last element of the shortest series to the remaining elements in the longer series.
Parameters:  s1 – Sequence of numbers, 1st dimension is sequence, 2nd dimension is ndimensional value vector.
 s2 – Sequence of numbers, 1st dimension is sequence, 2nd dimension is ndimensional value vector.
Returns: Euclidean distance

dtaidistance.dtw_ndim.
warping_paths
(*args, **kwargs)¶ Dynamic Time Warping (keep full matrix) using multidimensional sequences.
See
dtaidistance.dtw.warping_paths()
for parameters.