wdtw_pairwise_distance#

wdtw_pairwise_distance(X: ndarray, y: ndarray = None, window: float = None, g: float = 0.05) → ndarray[source]#

Compute the wdtw pairwise distance between a set of time series.

Parameters:

X: np.ndarray, of shape (n_instances, n_channels, n_timepoints) or: (n_instances, n_timepoints)

A collection of time series instances.
y: np.ndarray, of shape (m_instances, m_channels, m_timepoints) or: (m_instances, m_timepoints) or (m_timepoints,), default=None

A collection of time series instances.
window: float, default=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_instances, n_instances): wdtw pairwise matrix between the instances of X.

Raises:

ValueError: If X is not 2D or 3D array when only passing X. If X and y are not 1D, 2D or 3D arrays when passing both X and y.

Examples

>>> import numpy as np
>>> from aeon.distances import wdtw_pairwise_distance
>>> # Distance between each time series in a collection of time series
>>> X = np.array([[[1, 2, 3]],[[4, 5, 6]], [[7, 8, 9]]])
>>> wdtw_pairwise_distance(X)
array([[ 0.        , 12.61266072, 51.97594869],
       [12.61266072,  0.        , 12.61266072],
       [51.97594869, 12.61266072,  0.        ]])

>>> # Distance between two collections of time series
>>> X = np.array([[[1, 2, 3]],[[4, 5, 6]], [[7, 8, 9]]])
>>> y = np.array([[[11, 12, 13]],[[14, 15, 16]], [[17, 18, 19]]])
>>> wdtw_pairwise_distance(X, y)
array([[144.37763524, 243.99820355, 369.60674621],
       [ 70.74504127, 144.37763524, 243.99820355],
       [ 23.10042164,  70.74504127, 144.37763524]])

>>> X = np.array([[[1, 2, 3]],[[4, 5, 6]], [[7, 8, 9]]])
>>> y_univariate = np.array([[11, 12, 13],[14, 15, 16], [17, 18, 19]])
>>> wdtw_pairwise_distance(X, y_univariate)
array([[144.37763524],
       [ 70.74504127],
       [ 23.10042164]])