Dynamic Time Warping

Fix a metric space (M,d)(M, d). A sequence of points in MM is called a curve. Consider two curves x,yx, y of length n,m(nm)n, m (n \geq m). We may traverse xx and yy by starting in their first entries, in any time step advancing to the next entry in xx or yy or both, and ending in their last entries. The cost of such a traversal is the sum over all points in time of the distance between the current entries. The dynamic time warping distance of xx and yy is the minimal cost of any traversal.

Parameters

  • nn: length of first curve
  • mm: length of second curve

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