dis_dtw_1 {mlmts}

Constructs a pairwise distance matrix based on multivariate dynamic time warping

Description

dis_dtw_1 returns a pairwise distance matrix based on one of the multivariate extensions of the well-known dynamic time warping distance (Shokoohi-Yekta et al. 2017).

Usage

dis_dtw_1(X, normalization = FALSE, ...)

Arguments

X

A list of MTS (numerical matrices).

normalization

Logical. If normalization = TRUE (default), the normalized distance is computed. Otherwise (default), no normalization is taken into account

...

Additional parameters for the function. See dtw.

Details

Given a collection of MTS, the function returns the pairwise distance matrix, where the distance between two MTS is defined as the sum of the standard dynamic time warping distances between each corresponding pair of dimensions (univariate time series)

Value

The computed pairwise distance matrix.

Author(s)

Ángel López-Oriona, José A. Vilar

References

Shokoohi-Yekta M, Hu B, Jin H, Wang J, Keogh E (2017). “Generalizing DTW to the multi-dimensional case requires an adaptive approach.” Data mining and knowledge discovery, 31(1), 1–31.

See Also

dis_dtw_2, dis_mahalanobis_dtw

Examples

toy_dataset <- AtrialFibrillation$data[1 : 5] # Selecting the first 5 MTS from the
# dataset AtrialFibrillation
distance_matrix <- dis_dtw_1(toy_dataset) # Computing the pairwise
# distance matrix based on the distance dis_dtw_1 without normalization
distance_matrix_normalized <- dis_dtw_1(toy_dataset, normalization = TRUE)
# Computing the pairwise distance matrix based
# on the distance dis_dtw_1 with normalization