14 unstable releases (3 breaking)
0.7.0 | Nov 25, 2024 |
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0.6.3 | Nov 20, 2024 |
0.5.4 | Oct 28, 2024 |
0.4.3 | Oct 18, 2024 |
#370 in Algorithms
674 downloads per month
Used in augurs
115KB
901 lines
Dynamic Time Warping (DTW)
Implementation of the dynamic time warping (DTW) algorithm.
DTW can be used to compare two sequences that may vary in time or speed.
This implementation has built-in support for both Euclidean and Manhattan distance,
and can be extended to support other distance functions by implementing the Distance
trait and using the Dtw::new
constructor.
Features
- DTW distance between two sequences
- optimized scalar implementation influenced by the UCR Suite
- SIMD optimized implementation
- Z-normalization
- distance matrix calculations between N sequences
- parallelized distance matrix calculations
- early stopping using
LB_Kim
(semi-implemented) - early stopping using
LB_Keogh
(semi-implemented) - early stopping using the Euclidean upper bound
Pull requests for missing features would be very welcome.
Usage
use augurs::dtw::Dtw;
let a = &[0.0, 1.0, 2.0];
let b = &[3.0, 4.0, 5.0];
let dist = Dtw::euclidean().distance(a, b);
assert_eq!(dist, 5.0990195135927845);
Credits
The algorithm is based on the code from the UCR Suite. Benchmarks show similar
or faster timings compared to dtaidistance
's C implementation, but note that dtaidistance
is much more
full featured!
License
Dual-licensed to be compatible with the Rust project.
Licensed under the Apache License, Version 2.0 <http://www.apache.org/licenses/LICENSE-2.0>
or the MIT license <http://opensource.org/licenses/MIT>
, at your option.
Dependencies
~305–680KB
~11K SLoC