https://github.com/cran/dtw
Raw File
Tip revision: d51529a8ee2827cd8c1bd7c4a9e0265dd0cc72cf authored by Toni Giorgino on 19 September 2022, 16:36:11 UTC
version 1.23-1
Tip revision: d51529a
mvm.Rd
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/mvm.R
\name{mvm}
\alias{mvm}
\alias{mvmStepPattern}
\title{Minimum Variance Matching algorithm}
\usage{
mvmStepPattern(elasticity = 20)
}
\arguments{
\item{elasticity}{integer: maximum consecutive reference elements skippable}
}
\value{
A step pattern object.
}
\description{
Step patterns to compute the Minimum Variance Matching (MVM) correspondence
between time series
}
\details{
The Minimum Variance Matching algorithm (1) finds the non-contiguous parts
of reference which best match the query, allowing for arbitrarily long
"stretches" of reference to be excluded from the match. All elements of the
query have to be matched. First and last elements of the query are anchored
at the boundaries of the reference.

The \code{mvmStepPattern} function creates a \code{stepPattern} object which
implements this behavior, to be used with the usual \code{\link[=dtw]{dtw()}} call
(see example). MVM is computed as a special case of DTW, with a very large,
asymmetric-like step pattern.

The \code{elasticity} argument limits the maximum run length of reference
which can be skipped at once. If no limit is desired, set \code{elasticity}
to an integer at least as large as the reference (computation time grows
linearly).
}
\examples{


## The hand-checkable example given in Fig. 5, ref. [1] above
diffmx <- matrix( byrow=TRUE, nrow=5, c(
  0,  1,  8,  2,  2,  4,  8,
  1,  0,  7,  1,  1,  3,  7,
 -7, -6,  1, -5, -5, -3,  1,
 -5, -4,  3, -3, -3, -1,  3,
 -7, -6,  1, -5, -5, -3,  1 ) ) ;

## Cost matrix
costmx <- diffmx^2;

## Compute the alignment
al <- dtw(costmx,step.pattern=mvmStepPattern(10))

## Elements 4,5 are skipped
print(al$index2)

plot(al,main="Minimum Variance Matching alignment")



}
\references{
Latecki, L. J.; Megalooikonomou, V.; Wang, Q. & Yu, D.
\emph{An elastic partial shape matching technique} Pattern Recognition,
2007, 40, 3069-3080. \doi{10.1016/j.patcog.2007.03.004}
}
\seealso{
Other objects in \code{\link[=stepPattern]{stepPattern()}}.
}
\author{
Toni Giorgino
}
\keyword{ts}
back to top