Implementation of dynamic time warping (DTW) algorithm and approximations.
The DTW algorithm [1] finds the optimal alignment between two time series.
This crate provides a DTW implementations as well as a FastDTW [2] implementation. FastDTW is linear time and space approximation of DTW.
[1] Kruskal, JB & Liberman, Mark. (1983). The symmetric time-warping problem: From continuous to discrete. Time Warps, String Edits, and Macromolecules: The Theory and Practice of Sequence Comparison.
[2] Salvador, Stan & Chan, Philip. (2004). Toward Accurate Dynamic Time Warping in Linear Time and Space. Intelligent Data Analysis. 11. 70-80.