dtw-package {dtw}R Documentation

Dynamic Time Warp algorithms in R

Description

Dynamic Time Warp: find the optimal alignment between two time series.

Details

Package: dtw
Type: Package
Version: 1.0
Date: 2007-12-10
License: GPL-2

Comprehensive implementation of Dynamic Time Warping (DTW) algorithms in R.

DTW finds the optimal (least cumulative distance) mapping between a given query into a given reference time series.

Most variants of the algorithm are supported: symmetric, asymmetric and custom step patterns, with weighting (see stepPattern). Supports windowing: none, "Itakura" parallelogram, Sakoe-Chiba band, custom (see dtwWindowingFunctions). Handles query and reference of arbitrary lengths. Multivariate matching and arbitrary definition for a distance function are supported via user-supplied local distance matrix. The Minimum Variance Matching algorithm is also supported, as a special case of DTW.

Package provides minimum cumulative distance, warping function, plots, etc. A fast, compiled version of the algorithm is normally used. Should it not be available, a slower pure-R equivalent is automatically used as a fall-back.

Please see documentation for function dtw, which is the main entry point to the package.

If you use this software, please cite it according to citation("dtw"). The package home page is at http://dtw.r-forge.r-project.org.

To get the latest stable version from CRAN, use install.packages("dtw"). To get the development version (possibly unstable), use install.packages("dtw",repos="http://r-forge.r-project.org").

Author(s)

Toni Giorgino, Copyright (c) 2007

Maintainer: toni.giorgino@unipv.it

References

Rabiner, L. R., & Juang, B.-H. (1993). Chapter 4 in Fundamentals of speech recognition. Englewood Cliffs, NJ: Prentice Hall.

See Also

dtw for the main entry point to the package; dtwWindowingFunctions for global constraints; stepPattern for local constraints; distance, outer for building a local cost matrix with multivariate timeseries and custom distance functions.

Examples

 library(dtw);
 ## demo(dtw);

[Package dtw version 1.12-5 Index]