\name{dtw}
\alias{dtw}
\alias{is.dtw}



\title{Dynamic Time Warp}
\description{
  Compute Dynamic Time Warp
  and find optimal alignment between two time series.
}
\usage{
dtw(x, y=NULL,
         dist.method="Euclidean",
         step.pattern="s",
         window.type="none",
         keep.internals=FALSE,
         distance.only=FALSE,
         ... )

is.dtw(d)

}
%- maybe also 'usage' for other objects documented here.
\arguments{
  \item{x}{ query vector \emph{or} local cost matrix }
  \item{y}{ template vector,  unused if \code{x} given as cost matrix }
  %  \item{partial}{ ~~Describe \code{partial} here~~ }
  \item{dist.method}{ pointwise (local) distance function. See
    \code{\link[pkg:proxy]{dist}} in package \pkg{proxy} }
  \item{step.pattern}{ step pattern. Character "s" (symmetric1), "a"
    (asymmetric), or a stepPattern object describing the 
    local warping steps allowed with their cost (see \code{\link{stepPattern}})}
  \item{window.type}{ windowing function. Character: "none",
    "itakura", "sakoechiba", "slantedband", or a  function
    (see details).}
  \item{keep.internals}{don't discard the cumulative cost matrix and other
    internal structures}
  \item{distance.only}{only compute distance (no backtrack, faster)}
  \item{d}{an arbitrary R object}
  \item{...}{additional arguments, passed to \code{window.type}}
}

\details{

  The function performs Dynamic Time Warp (DTW) and computes the optimal
  alignment between two time series \code{x} and \code{y}, given as
  numeric vectors.  The ``optimal'' alignment minimizes the sum of
  distances between aligned elements. Lengths of \code{x} and \code{y}
  may differ.
  
  The (local) distance between elements of \code{x} (query) and \code{y}
  (template) is computed passing \code{x} and \code{y} to the
  \code{\link[pkg:proxy]{dist}} function in package \pkg{proxy}
  with the method \code{dist.method}. 

  Multivariate time series and arbitrary distance metrics can be handled
  by supplying a local-distance matrix. Element \code{[i,j]} of the
  local-distance matrix is understood as the distance between element
  \code{x[i]} and \code{y[j]}. The distance matrix has therefore
  \code{n=length(x)} rows and \code{m=length(y)} columns (see note
  below). 

  Several common variants of DTW are supported via the
  \code{step.pattern} argument, which defaults to \code{symmetric1}
  (White-Neely). Most common step patterns are pre-defined, plus the
  user can write their own. See \code{\link{stepPattern}} for details.

  Windowing is supported by supplying a name into the \code{window.type}
  argument (abbreviations allowed)  between the built-in types:

  \itemize{
	\item{\code{"none"}}{No windowing (default)}
	\item{\code{"sakoechiba"}}{A band around main diagonal}
	\item{\code{"slantedband"}}{A band around slanted diagonal}
	\item{\code{"itakura"}}{So-called Itakura parallelogram}
  }

  \code{window.type} can also be an user-defined windowing function.
  See \code{\link{dtwWindowingFunctions}} for all available windowing
  functions, details on user-defined windowing, and a discussion of the
  (mis)naming of the "Itakura" parallelogram as a global constraint.

  Some windowing functions may require parameters, such as the
  \code{window.size} argument.

  A native (fast, compiled) version of the function is normally available.
  If it is not, an interpreted equivalent will be used as 
  a fall-back, with a warning.

  \code{is.dtw} tests whether the argument is of class \code{dtw}.

}



\value{
  An object of class \code{dtw} with the following items:
  \item{distance}{the computed distance \emph{not normalized}. Normalization 
    depends on the chosen step pattern.}
  \item{N,M}{query and template length}
  \item{call}{the function call that created the object}
  \item{index1}{matched elements: indices in \code{x}}
  \item{index2}{corresponding mapped indices in \code{y}}
  \item{stepPatterns}{the \code{stepPattern} object used for the computation}
  \item{costMatrix}{if \code{keep.internals=TRUE}, the cumulative
    cost matrix}
  \item{directionMatrix}{if \code{keep.internals=TRUE}, the
    directions of steps that would be taken at each alignment pair
    (integers indexing step patterns)}
}


  \references{
  Sakoe, H.; Chiba, S., \emph{Dynamic programming algorithm optimization for spoken word recognition,}
 Acoustics, Speech, and Signal Processing [see also IEEE Transactions on Signal Processing], IEEE Transactions on , 
vol.26, no.1, pp. 43-49, Feb 1978 URL: \url{http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1163055} \cr
  }
\author{Toni Giorgino }

\note{Cost matrices (both input and output) have query elements row-wise
  (first index), and template elements column-wise (second index). They
  print according to the usual convention, with indexes increasing down-
  and rightwards.  Many DTW papers and tutorials show matrices according to
  plot-like conventions, i.e.  template index growing upwards. This may be
  confusing.  }

\seealso{
  \code{\link{dtwDist}}, for iterating dtw over a set of timeseries;
  \code{\link{dtwWindowingFunctions}}, for windowing and global constraints;
  \code{\link{stepPattern}}, step patterns and local constraints;
  \code{\link{plot.dtw}},  plot methods for DTW objects.
 To generate a local distance matrix, the functions
  \code{\link[pkg:proxy]{dist}} in package \pkg{proxy},
  \code{\link[pkg:analogue]{distance}} in package \pkg{analogue},
  \code{\link{outer}} may come handy.
}


\examples{

## A noisy sine wave as query
idx<-seq(0,6.28,len=100);
query<-sin(idx)+runif(100)/10;

## A cosine is for template; sin and cos are offset by 25 samples
template<-cos(idx)
plot(template); lines(query,col="blue");

## Find the best match
alignment<-dtw(query,template);


## Display the mapping, AKA warping function - may be multiple-valued
## Equivalent to: plot(alignment,type="alignment")
plot(alignment$index1,alignment$index2,main="Warping function");

## Confirm: 25 samples off-diagonal alignment
lines(1:100-25,col="red")



#########
##
## Subsetting allows warping and unwarping of
## timeseries according to the warping curve. 
## See first example below.
##

## Most useful: plot the warped query along with template 
plot(template)
lines(query[alignment$index1]~alignment$index2,col="blue")

## Plot the (unwarped) query and the inverse-warped template
plot(query,type="l",col="blue")
points(template[alignment$index2]~alignment$index1)



#########
##
## Contour plots of the cumulative cost matrix
##    similar to: plot(alignment,type="density") or
##                dtwPlotDensity(alignment)
## See more plots in ?plot.dtw 
##

## keep = TRUE so we can look into the cost matrix

alignment<-dtw(query,template,keep=TRUE);

contour(alignment$costMatrix,col=terrain.colors(100),x=1:100,y=1:100,
	xlab="Query (noisy sine)",ylab="Template (cosine)");

lines(alignment$index1,alignment$index2,col="red",lwd=2);




#########
##
## An hand-checkable example
##

ldist<-matrix(1,nrow=6,ncol=6);  # Matrix of ones
ldist[2,]<-0; ldist[,5]<-0;      # Mark a clear path of zeroes
ldist[2,5]<-.01;		 # Forcely cut the corner

ds<-dtw(ldist);			 # DTW with user-supplied local
                                 #   cost matrix
da<-dtw(ldist,step="a");	 # Also compute the asymmetric 
plot(ds$index1,ds$index2,pch=3); # Symmetric: alignment follows
                                 #   the low-distance marked path
points(da$index1,da$index2,col="red");  # Asymmetric: visiting
                                        #   1 is required twice

ds$distance;
da$distance;




}

\concept{Dynamic Time Warp}
\concept{Dynamic programming}
\concept{Align timeseries}
\concept{Minimum cumulative cost}
\concept{Distance}



\keyword{ ts }
\keyword{ optimize }