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-dimensional DTW
• Euclidean Distance (ED)
  • Different lenghts
• Explaining DTW
  • Dynamic Subsequence Warping (DSW)
• 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

• DTW
  • 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()
  • dtaidistance.dtw_ndim
  • distance()
  • distance_fast()
  • distance_matrix()
  • distance_matrix_fast()
  • ub_euclidean()
  • warping_path()
  • warping_paths()
  • warping_paths_fast()
  • DTWSettings
• DTW Visualisation
  • dtaidistance.dtw_visualisation
  • plot_average()
  • plot_warp()
  • plot_warping()
  • plot_warping_single_ax()
  • plot_warpingpaths()
• DTW Barycenter
  • dtaidistance.dtw_barycenter
  • dba()
  • dba_loop()
• Explain
  • Dynamic Subsequence Warping (DSW)
• ED
  • dtaidistance.ed
  • distance()
• Clustering
  • Hierarchical
  • K-means
  • Medoids
• Subsequence
  • SubsequenceSearch
  • SubsequenceAlignment
  • LocalConcurrences
• Preprocessing
  • dtaidistance.preprocessing
  • derivative()
  • differencing()
  • logdomain()
  • mixedlinearlogdomain()
  • scale_linearly()
  • smoothing()
  • znormal()

Indices and tables

• Index

• Module Index

• Search Page