Class DtwImplementations

A simple implementation of the DTW algorithm.

Inheritance
System.Object
DtwImplementations
Namespace: SigStat.Common.Algorithms
Assembly: SigStat.Common.dll
Syntax
public static class DtwImplementations : object

Methods

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ConstrainedDTw<P>(IEnumerable<P>, IEnumerable<P>, Func<P, P, Double>, Int32)

Constrained DTW implementation (Abdullah Mueen, Eamonn J. Keogh)

Declaration
public static double ConstrainedDTw<P>(IEnumerable<P> sequence1, IEnumerable<P> sequence2, Func<P, P, double> distance, int w)
Parameters
Type Name Description
IEnumerable<P> sequence1

The sequence1.
IEnumerable<P> sequence2

The sequence2.
Func<P, P, System.Double> distance

The distance.
System.Int32 w

The w.
Returns
Type Description
System.Double
Type Parameters
Name Description
P
Remarks

Bases on: Abdullah Mueen, Eamonn J. Keogh: Extracting Optimal Performance from Dynamic Time Warping.KDD 2016: 2129-2130

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ConstrainedDtwWikipedia<P>(IEnumerable<P>, IEnumerable<P>, Func<P, P, Double>, Int32)

Constrained DTW implementation (Wikipedia)

Declaration
public static double ConstrainedDtwWikipedia<P>(IEnumerable<P> sequence1, IEnumerable<P> sequence2, Func<P, P, double> distance, int w)
Parameters
Type Name Description
IEnumerable<P> sequence1

The sequence1.
IEnumerable<P> sequence2

The sequence2.
Func<P, P, System.Double> distance

The distance.
System.Int32 w

The w.
Returns
Type Description
System.Double
Type Parameters
Name Description
P
Remarks

https://en.wikipedia.org/wiki/Dynamic_time_warping

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ExactDtw<P>(IEnumerable<P>, IEnumerable<P>, Func<P, P, Double>)

Exact DTW implementation (Abdullah Mueen, Eamonn J. Keogh)

Declaration
public static double ExactDtw<P>(IEnumerable<P> sequence1, IEnumerable<P> sequence2, Func<P, P, double> distance)
Parameters
Type Name Description
IEnumerable<P> sequence1

The sequence1.
IEnumerable<P> sequence2

The sequence2.
Func<P, P, System.Double> distance

The distance.
Returns
Type Description
System.Double
Type Parameters
Name Description
P
Remarks

Bases on: Abdullah Mueen, Eamonn J. Keogh: Extracting Optimal Performance from Dynamic Time Warping.KDD 2016: 2129-2130

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ExactDtwWikipedia<P>(IEnumerable<P>, IEnumerable<P>, Func<P, P, Double>)

Exact DTW implementation (Wikipedia)

Declaration
public static double ExactDtwWikipedia<P>(IEnumerable<P> sequence1, IEnumerable<P> sequence2, Func<P, P, double> distance)
Parameters
Type Name Description
IEnumerable<P> sequence1

The sequence1.
IEnumerable<P> sequence2

The sequence2.
Func<P, P, System.Double> distance

The distance.
Returns
Type Description
System.Double
Type Parameters
Name Description
P
Remarks

https://en.wikipedia.org/wiki/Dynamic_time_warping

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OptimizedDtw<P>(IEnumerable<P>, IEnumerable<P>, Func<P, P, Double>, Int32, Int32)

Complex, optimized DTW calculation (Abdullah Mueen, Eamonn J. Keogh)

Declaration
public static double OptimizedDtw<P>(IEnumerable<P> sequence1, IEnumerable<P> sequence2, Func<P, P, double> distance, int m = 0, int r = 0)
Parameters
Type Name Description
IEnumerable<P> sequence1
IEnumerable<P> sequence2
Func<P, P, System.Double> distance
System.Int32 m
System.Int32 r
Returns
Type Description
System.Double
Type Parameters
Name Description
P
Remarks

Bases on: Abdullah Mueen, Eamonn J. Keogh: Extracting Optimal Performance from Dynamic Time Warping.KDD 2016: 2129-2130