dtw

Implementation of Dynamic Time Warping in Haskell

Monthly Downloads: 20

Programming language: Haskell

License: MIT License

Tags: Machine Learning     Algorithms     Data Mining    

Latest version: v1.0.3.0

README

This module implements dynamic time warping as described on Wikipedia

Additionally 'fastDtw' is implemented as described in the paper: "FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space" by Stan Salvador and Philip Chan.

For further information see the documentation of the Data.DTW module.

Example

>>> -- create two sample datasets
>>> let as = [ sin x | x <- [0,0.1..pi] ]
>>> let bs = [ sin (x+0.1) | x <- [0,0.1..pi] ]
>>> -- define a cost function between two datapoints
>>> let dist x y = abs (x-y)
>>> -- define a function that will half the size of a dataset (see below)
>>> let shrink xs = case xs of (a:b:cs) -> (a+b)/2 : shrink cs; a:[] -> [a]; [] -> []
>>> -- calculate the cost with fastDtw and dtwMemo for comparison
>>> cost $ fastDtw dist shrink 2 as bs :: Float
>>> 0.19879311
>>> cost $ dtwMemo (\x y -> abs (x-y)) as bs :: Float
>>> 0.19879311