Python模块
动态时间扭曲被用作时间序列之间的相似度。 该软件包提供了两种实现:
该算法的基本版本(请参见)
依赖scipy cdist的加速版本(有关详细信息,请参见 )
import numpy as np
# We define two sequences x, y as numpy array
# where y is actually a sub-sequence from x
x = np . array ([ 2 , 0 , 1 , 1 , 2 , 4 , 2 , 1 , 2 , 0 ]). reshape ( - 1 , 1 )
y = np . array ([ 1 , 1 , 2 , 4 , 2 , 1 , 2 , 0 ]). reshape ( - 1 , 1 )
from dtw import dtw
manhattan_distance = lambd
1