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

Toni Giorgino

Journal of Statistical Software, 2009, vol. 031, issue i07

Abstract: 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 dtw 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.

Date: 2009-08-14
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Citations: View citations in EconPapers (58)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:031:i07

DOI: 10.18637/jss.v031.i07

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