\name{dtw-package} \alias{dtw-package} \docType{package} \title{ Dynamic Time Warp algorithms in R } \description{ Dynamic Time Warp: find the optimal alignment between two time series. } \details{ \tabular{ll}{ Package: \tab dtw \cr Type: \tab Package \cr Version: \tab 1.15 \cr Date: \tab 2012-8-22 \cr License: \tab GPL-2 \cr URL: \tab \url{http://dtw.r-forge.r-project.org} \cr } Comprehensive implementation of Dynamic Time Warping (DTW) algorithms in R. The DTW algorithm computes the stretch of the time axis which optimally maps one given timeseries (query) onto whole or part of another (reference). It yields the remaining cumulative distance after the alignment and the point-by-point correspondence (warping function). DTW is widely used e.g. for classification and clustering tasks in econometrics, chemometrics and general timeseries mining. Please see documentation for function \code{\link{dtw}}, which is the main entry point to the package. The R implementation in dtw provides: \itemize{ \item arbitrary windowing functions (global constraints), eg. the Sakoe-Chiba band; see \code{\link{dtwWindowingFunctions}} \item arbitrary transition types (also known as step patterns, slope constraints, local constraints, or DP-recursion rules). This includes dozens of well-known types; see \code{\link{stepPattern}}: \itemize{ \item all step patterns classified by Rabiner-Juang, Sakoe-Chiba, and Rabiner-Myers; \item symmetric and asymmetric; \item Rabiner's smoothed variants; \item arbitrary, user-defined slope constraints } \item partial matches: open-begin, open-end, substring matches \item proper, pattern-dependent, normalization (exact average distance per step) \item the Minimum Variance Matching (MVM) algorithm (Latecki et al.) } Multivariate timeseries can be aligned with arbitrary local distance definitions, leveraging the \code{\link[proxy]{dist}} function of package \pkg{proxy}. DTW itself becomes a distance function with the dist semantics. In addition to computing alignments, the package provides: \itemize{ \item methods for plotting alignments and warping functions in several classic styles (see plot gallery); \item graphical representation of step patterns; \item functions for applying a warping function, either direct or inverse; and more. } If you use this software, please cite it according to \code{citation("dtw")}. The package home page is at \url{http://dtw.r-forge.r-project.org}. To get the latest stable version from CRAN, use \code{install.packages("dtw")}. To get the development version (possibly unstable), use \code{install.packages("dtw",repos="http://r-forge.r-project.org")}. } \author{ Toni Giorgino, Copyright (c) 2007-2013 \cr Istituto di Ingegneria Biomedica (ISIB-CNR) \cr National Research Council of Italy \cr \cr Maintainer: toni.giorgino@gmail.com } \seealso{ \code{\link{dtw}} for the main entry point to the package; \code{\link{dtwWindowingFunctions}} for global constraints; \code{\link{stepPattern}} for local constraints; \code{\link[analogue]{distance}}, \code{\link{outer}} for building a local cost matrix with multivariate timeseries and custom distance functions. } \references{ Toni Giorgino. \emph{Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package.} Journal of Statistical Software, 31(7), 1-24. \url{http://www.jstatsoft.org/v31/i07/} \cr \cr Tormene, P.; Giorgino, T.; Quaglini, S. & Stefanelli, M. \emph{Matching incomplete time series with dynamic time warping: an algorithm and an application to post-stroke rehabilitation.} Artif Intell Med, 2009, 45, 11-34 \cr \cr Rabiner, L. R., & Juang, B.-H. (1993). Chapter 4 in \emph{Fundamentals of speech recognition.} Englewood Cliffs, NJ: Prentice Hall. } \examples{ library(dtw); ## demo(dtw); } \keyword{ package } \keyword{ ts }