Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Package
TLDR
The dtw package allows R users to compute time series alignments mixing freely a variety of continuity constraints, restriction windows, endpoints, local distance definitions, and so on.Abstract:
Dynamic time warping is a popular technique for comparing time series, providing both a distance measure that is insensitive to local compression and stretches and the warping which optimally deforms one of the two input series onto the other. A variety of algorithms and constraints have been discussed in the literature. The dtw package provides an unification of them; it allows R users to compute time series alignments mixing freely a variety of continuity constraints, restriction windows, endpoints, local distance definitions, and so on. The package also provides functions for visualizing alignments and constraints using several classic diagram types.read more
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