CODEWITHSUNDEEP
rtime-seriesdtw
gprinz
gprinz

Reputation: 95

Multivariate Dynamic Time Warping(DTW) with R

I'm currently dealing with multivariate dynamic time warping (DTW) in R. The best library I found so far is the dtw package as described here: http://dtw.r-forge.r-project.org/

But I do not know how multivariate dtw is actually implemented and it is also not described in the description of the package. All in all, I would like to know if it implements DTWD (Dependent DTW) or DTWI (Independent DTW).

Does anyone have an idea or a suggestion how to find out which of these two approaches the package uses? Or are there libaries which allow me to choose the variant?

Upvotes: 3

Views: 1530

Answers (2)

user2313186
user2313186

Reputation: 254

The two types of multivariate dynamic time warping are carefully explained here https://www.cs.ucr.edu/~eamonn/Multi-Dimensional_DTW_Journal.pdf

Upvotes: 2

MDEWITT
MDEWITT

Reputation: 2368

You can always look at the companion papers that come with the packages for a more theoretical grounding of the packages

https://www.jstatsoft.org/article/view/v031i07

Additionally, you can always look into the "guts" of the functions to understand how things are implemented in the code

https://www.rdocumentation.org/packages/dtw/versions/1.20-1/source

As far as this question in general, perhaps it is better suited for https://stats.stackexchange.com/ where the questions are more methodological than programming.

Upvotes: 2

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