资 源 简 介
FastDTW is an approximate Dynamic Time Warping (DTW) algorithm that provides optimal or near-optimal alignments with an O(N) time and memory complexity, in contrast to the O(N^2) requirement for the standard DTW algorithm. FastDTW uses a multilevel approach that recursively projects a solution from a coarser resolution and refines the
projected solution.
Implementation:
FastDTW is implemented in Java. If the JVM heap size is not large enough for the cost matrix to fit into memory, the implementation will automatically switch to an on-disk cost matrix. Alternate approaches evaluated in the papers listed below are also implemented: Sakoe-Chiba Band, Abstraction, Piecewise Dynamic Time Warping (PDTW).
This is the original/official implementation used in the experiments described in the papers below.
Reference:
FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space. Stan Salvador & Philip Chan. KDD Workshop on Mining Temporal
