Dynamic Time Warping (DTW) algorithm with an O(N) time and memory complexity.
Project description
fastdtw
Python implementation of FastDTW [1], which is an approximate Dynamic Time Warping (DTW) algorithm that provides optimal or near-optimal alignments with an O(N) time and memory complexity.
Install
pip install fastdtw
Example
import numpy as np from scipy.spatial.distance import euclidean from fastdtw import fastdtw x = np.array([[1,1], [2,2], [3,3], [4,4], [5,5]]) y = np.array([[2,2], [3,3], [4,4]]) distance, path = fastdtw(x, y, dist=euclidean) print(distance)
References
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