shape_dtw_pairwise_distance

shape_dtw_pairwise_distance(X: ndarray, y: ndarray = None, window: float = None, descriptor: str = 'identity', reach: int = 30, itakura_max_slope: float = None) → ndarray

Compute the ShapeDTW pairwise distance among a set of series.

Parameters:

Xnp.ndarray

A set of time series, either univariate, shape (n_instances, n_timepoints,), or multivariate, shape (n_instances, n_channels, n_timepoints).

ynp.ndarray or None, default=None

A single series or a collection of time series of shape (m_timepoints,) or (m_instances, m_timepoints) or (m_instances, m_channels, m_timepoints).

windowfloat or None, default=None

The window to use for the bounding matrix. If None, no bounding matrix is used. window is a percentage deviation, so if window = 0.1 then 10% of the series length is the max warping allowed. is used.

descriptorstr, default=None (if None then identity is used).

Defines which transformation is applied on the sub-sequences. Valid descriptors are: [‘identity’]

Identity is simply a copying mechanism of the sub-sequence, no transformations are done. For now no other descriptors are implemented.

If not specified then identity is used.

reachint, default=30.

Length of the sub-sequences.

itakura_max_slopefloat, default=None

Maximum slope as a proportion of the number of time points used to create Itakura parallelogram on the bounding matrix. Must be between 0. and 1.

Returns:

np.ndarray

ShapeDTW pairwise matrix between the instances of X of shape (n_instances, n_instances) or between X and y of shape (n_instances, n_instances).

Raises:

ValueError

If x and y are not 1D or 2D arrays.