tsdistance documentation

tsdistance is a Python library that provides multiple approaches to measure distances betwen time series. This library depends on Numpy.

• Elastic Measures
  • General Formula
  • Dynamic Time Warping (DTW) and DTW variants
  • DTW Lower Bounds
  • Longest Common Subsequence (LCSS) and Derivative LCSS (DLCSS)
  • LCSS Lower Bounds
  • Sequence Weighted Alignment (SWALE)
  • SWALE Lower Bound
  • Edit Distance with Real Penalty (ERP)
  • ERP Lower Bounds
  • Edit Distance on Real Sequences (EDR)
  • EDR Lower Bound
  • Time Warp Edit Distance (TWED)
  • TWED Lower Bound
  • Move-Split-Merge (MSM)
  • MSM Lower Bound
• Lockstep Measures
  • Minkowski Functions
  • L1 Functions
  • Intersection Functions
  • Inner Product Functions
  • Squared Chord Functions
  • Squared L2 Functions
  • Shannon’s Enthropy Functions
  • Vicissitude Functions
  • Combination Functions
• Sliding Measures
  • Normalized Cross-Correlation
  • Biased Normalized Cross-Correlation
  • Unbiased Normalized Cross-Correlation
  • Coefficient Normalized Cross-Correlation
• Kernel Measures
  • Kernel Dynamic Time Warping (kdtw)
  • Shift INvariant Kernel (SINK)
  • Log Global Alignment Kernel (LGAK)