Welcome to DTAIDistance’s documentation!

Library for time series distances (e.g. Dynamic Time Warping) used in the DTAI Research Group. The library offers a pure Python implementation and a faster implementation in C. The C implementation has only Cython as a dependency. It is compatible with Numpy and Pandas and implemented to avoid unnecessary data copy operations.

Citing this work:

Source available on https://github.com/wannesm/dtaidistance.

Usage

• Installation
  • From PyPI
  • From Conda / Anaconda
  • From Github
  • From source
  • From C
• Dynamic Time Warping (DTW)
  • DTW Distance Measure Between Two Time Series
  • DTW and keep all warping paths
  • DTW between multiple Time series
  • DTW between multiple time series, limited to block
  • DTW based on shape
  • Multi-dimensionsal DTW
• Euclidean Distance (ED)
  • Different lenghts
• Clustering
  • Agglomerative clustering
  • K-Means DBA clustering
  • K-Medoids clustering
  • Active semi-supervised clustering
• Subsequence
  • DTW subsequence alignment
  • DTW subsequence search (KNN)
  • DTW Local Concurrences
• Sequences
  • Needleman-Wunsch sequence alignment
• Similarity vs Distance
  • Similarity
  • Squashing
• Advanced features
  • Use float instead of double
• Changelist
  • Version 2.3
  • Version 2.2
  • Version 2.1
  • Version 2.0

Modules

• dtaidistance.dtw
• best_path()
• best_path2()
• distance()
• distance_fast()
• distance_matrix()
• distance_matrix_fast()
• distances_array_to_matrix()
• lb_keogh()
• ub_euclidean()
• warp()
• warping_amount()
• warping_path()
• warping_path_fast()
• warping_path_penalty()
• warping_path_prob()
• warping_paths()
• warping_paths_affinity()
• warping_paths_affinity_fast()
• warping_paths_fast()
• DTWSettings
• dtaidistance.dtw_visualisation
• plot_average()
• plot_warp()
• plot_warping()
• plot_warping_single_ax()
• plot_warpingpaths()
• dtaidistance.dtw_ndim
• distance()
• distance_fast()
• distance_matrix()
• distance_matrix_fast()
• ub_euclidean()
• warping_path()
• warping_paths()
• warping_paths_fast()
• dtaidistance.dtw_barycenter
• dba()
• dba_loop()
• dtaidistance.ed
• distance()
• clustering
  • dtaidistance.clustering.hierarchical
  • BaseTree
  • Hierarchical
  • HierarchicalTree
  • Hooks
  • LinkageTree
  • dtaidistance.clustering.kmeans
  • KMeans
  • dtaidistance.clustering.medoids
  • KMedoids
  • Medoids
• subsequence
  • dtaidistance.subsequence.subsequencesearch
  • SSMatch
  • SSMatches
  • SubsequenceSearch
  • subsequence_search()
  • dtaidistance.subsequence.subsequencealignment
  • SAMatch
  • SubsequenceAlignment
  • subsequence_alignment()
  • dtaidistance.subsequence.localconcurrences
  • LCMatch
  • LCMatches
  • LocalConcurrences
  • local_concurrences()
• dtaidistance.preprocessing
• derivative()
• differencing()
• logdomain()
• mixedlinearlogdomain()
• smoothing()
• znormal()

Indices and tables

• Index

• Module Index

• Search Page