Welcome to Dynamic Time Warp project!

Comprehensive implementation of Dynamic Time Warping algorithms in R. Supports arbitrary local (eg symmetric, asymmetric, slope-limited) and global (windowing) constraints, fast native code, several plot styles, and more.

Description

The CRAN Package "dtw" provides the most complete, freely-available (GPL) implementation of Dynamic Time Warping-type algorithms up to date.

The DTW algorithm computes the time axis stretch which optimally maps one timeseries (query) onto another (template); it outputs the resulting cumulative distance between the two inputs, which is frequently used for classification and clustering. The R implementation is fairly comprehensive, allowing choice of:

• arbitrary windowing functions (global constraints), eg. the Sakoe-Chiba band;
• arbitrary transition types (aka step patterns and local constraints), including dozens of well-known types:
  • all step patterns classified according by Rabiner-Juang, Sakoe-Chiba, and Rabiner-Myers;
  • symmetric and asymmetric;
  • smoothed
  • slope-constrained
• partial matching
• proper normalization (cost per step)
• the Minimum Variance Matching (MVM) algorithm (Latecki et al.)

Multivariate timeseries can be aligned with arbitrary local distance definitions, thanks to the {proxy}dist function. DTW itself registers as a distance function with the dist semantics. In addition to computing alignments, package provides:

• functions for plotting alignments and warping functions in several styles;
• functions for plotting step patterns;
• functions for applying a warping function, either direct or inverse;
• fast native (C) and interpreted (R) cores.

Quickstart Example

## A noisy sine wave as query
idx<-seq(0,6.28,len=100);
query<-sin(idx)+runif(100)/10;

## A cosine is for template; sin and cos are offset by 25 samples
template<-cos(idx)

## Find the best match with the canonical recursion formula
library(dtw);
alignment<-dtw(query,template,keep=TRUE);

## Display the warping curve, i.e. the alignment curve
plot(alignment,type="threeway")

## Align and plot with the Rabiner-Juang type VI-c unsmoothed recursion
plot(
    dtw(query,template,keep=TRUE,
	step=rabinerJuangStepPattern(6,"c")),
    type="twoway",offset=-2);

## See the recursion relation, as a figure and text
plot(rabinerJuangStepPattern(6,"c"))
rabinerJuangStepPattern(6,"c")

## And much more!

Screenshots

Go to a gallery of sample plots (straight out by the examples in the package documentation).

Installation

To install the latest stable build of the package (hosted at CRAN), issue the following command in the R console (automated installs require R version > 2.6):
> install.packages("dtw");

You are welcome to test the most recent version, hosted at R-forge:
> install.packages("dtw",repos="http://r-forge.r-project.org")

To get started, begin from the installed documentation:
> ?dtw   
> ?plot.dtw

The project summary page you can find here.

Licensing

Much effort has gone in developing this package and making it public under the GPL license. If you use this software, in publications or otherwise, you must cite it according to citation("dtw").

This software is distributed under the terms of the GNU General Public License Version 2, June 1991. The terms of this license are in a file called COPYING which you should have received with this software and which can be displayed by RShowDoc("COPYING").