wddtw_cost_matrix#
- wddtw_cost_matrix(x: ndarray, y: ndarray, window: float = None, g: float = 0.05) ndarray [source]#
Compute the wddtw cost matrix between two time series.
- Parameters:
- x: np.ndarray, of shape (n_channels, n_timepoints) or (n_timepoints,)
First time series.
- y: np.ndarray, of shape (m_channels, m_timepoints) or (m_timepoints,)
Second time series.
- window: float, defaults=None
The window to use for the bounding matrix. If None, no bounding matrix is used.
- g: float, defaults=0.05
Constant that controls the level of penalisation for the points with larger phase difference. Default is 0.05.
- Returns:
- np.ndarray (n_timepoints_x, n_timepoints_y)
wddtw cost matrix between x and y.
- Raises:
- ValueError
If x and y are not 1D or 2D arrays. If n_timepoints or m_timepoints are less than 2.
Examples
>>> import numpy as np >>> from aeon.distances import wddtw_cost_matrix >>> x = np.array([[1, 2, 3, 4, 5, 6, 7, 8, 9, 10]]) >>> y = np.array([[1, 2, 3, 4, 5, 6, 7, 8, 9, 10]]) >>> wddtw_cost_matrix(x, y) array([[0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.], [0., 0., 0., 0., 0., 0., 0., 0.]])