gdtw 1.2.0

General Dynamic Time Warping

GDTW

Please visit the documentation and interactive demo site at https://dderiso.github.io/gdtw.

GDTW is a Python/C++ library that performs dynamic time warping. It is based on a paper by Dave Deriso and Stephen Boyd.

Installation

pip install gdtw

Documentation

For full documentation, including a quick-start tutorial, please see https://dderiso.github.io/gdtw.

Multi-dimensional signals

Signals can be scalar x: [0,1] -> R (shape (T,)) or vector-valued x: [0,1] -> R^d (shape (T, d)). A single warping function aligns all d channels:

import numpy as np, gdtw
t = np.linspace(0, 1, 300)
x = np.column_stack([np.sin(2*np.pi*5*t),    np.cos(2*np.pi*3*t)])
y = np.column_stack([np.sin(2*np.pi*5*t**2), np.cos(2*np.pi*3*t**2)])
phi, x_tau, f_tau, g = gdtw.warp(x, y)   # x_tau.shape == (300, 2)

x and y must have the same number of channels. Per-channel scaling is applied when scale_signals=True (the default), so channels with very different dynamic ranges are each normalized to [-1, 1].

Running the tests

From the repo root:

pip install -e ".[test]"
python -m pytest test/ -v

This runs the 1-D regression suite (test/test_warp.py) and the multi-dimensional tests (test/test_multid.py).

Our Paper

Please see the published article.

Citing

@article{deriso2022general,
  title={A general optimization framework for dynamic time warping},
  author={Deriso, Dave and Boyd, Stephen},
  journal={Optimization and Engineering},
  pages={1--22},
  year={2022},
  publisher={Springer}
}

Linux

Limited Linux support. Currently supports Python 3.6 on: CentOS 7 rh-python38, CentOS 8 python38, Fedora 32+, Mageia 8+, openSUSE 15.3+, Photon OS 4.0+ (3.0+ with updates), Ubuntu 20.04+

See manylinux for latest list of versions supported under manylinux2014.