Time series distances#
The aeon.distances
module contains time series specific distance functions
that can be used in aeon and scikit learn estimators. It also contains tools for
extracting the alignment paths for a distance calculation between two series, and
tools for finding all pairwise distances
Dynamic Time Warping (DTW)#
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Compute the dtw distance between two time series. |
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Compute the dtw pairwise distance between a set of time series. |
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Compute the dtw cost matrix between two time series. |
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Compute the dtw alignment path between two time series. |
Time Warp Edit (TWE)#
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Compute the TWE distance between two time series. |
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Compute the twe pairwise distance between a set of time series. |
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Compute the twe alignment path between two time series. |
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Compute the TWE cost matrix between two time series. |
Move-Split-Merge (MSM)#
Derivative Dynamic Time Warping (DDTW)#
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Compute the ddtw distance between two time series. |
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Compute the ddtw pairwise distance between a set of time series. |
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Compute the ddtw alignment path between two time series. |
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Compute the ddtw cost matrix between two time series. |
Weighted Dynamic Time Warping (DTW)#
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Compute the wdtw distance between two time series. |
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Compute the wdtw pairwise distance between a set of time series. |
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Compute the wdtw cost matrix between two time series. |
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Compute the wdtw alignment path between two time series. |
Weighted Derivative Dynamic Time Warping (WDDTW)#
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Compute the wddtw distance between two time series. |
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Compute the wddtw pairwise distance between a set of time series. |
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Compute the wddtw alignment path between two time series. |
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Compute the wddtw cost matrix between two time series. |
Longest Common Subsequence (LCSS)#
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Return the lcss distance between x and y. |
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Compute the lcss pairwise distance between a set of time series. |
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Compute the lcss alignment path between two time series. |
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Return the lcss cost matrix between x and y. |
Edit Real Penalty (ERP)#
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Compute the ERP distance between two time series. |
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Compute the erp pairwise distance between a set of time series. |
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Compute the erp alignment path between two time series. |
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Compute the ERP cost matrix between two time series. |
Edit distance for real sequences (EDR)#
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Compute the edr distance between two time series. |
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Compute the pairwise edr distance between a set of time series. |
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Compute the edr alignment path between two time series. |
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Compute the edr cost matrix between two time series. |
General methods with distance argument#
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Compute the distance between two time series. |
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Compute the pairwise distance matrix between two time series. |
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Compute the alignment path and distance between two time series. |
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Compute the alignment path and distance between two time series. |
General methods to recover distance functions#
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Get the cost matrix function for a given metric string or callable. |
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Get the distance function for a given metric string or callable. |
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Get the pairwise distance function for a given metric string or callable. |
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Get the alignment path function for a given metric string or callable. |