Re: [Java-ML-support] JavaML and Dynamic Time Warping (DTW) confusion

[<je...@hi...>]

Hi Thomas,

thank you for your email.

I've testet another java library called fastdtw
(http://code.google.com/p/fastdtw/) and on some non-representative test
examples it brought me the same results. Though I used the

---
DTW.getWarpDistBetween(TimeSeries tsI, TimeSeries tsJ);
---

for my following work.

Best regards,
Jens

Am 04.04.2013 15:54, schrieb Thomas Abeel:
> Hi Jens,
> 
> Sorry for the delay in my response.
> 
> If you want the classical dtw distance, I'd guess
> 
> DTW.getWarpDistBetween is the one you want to use.
> 
> Using that DTW is at your own risk. I didn't implement the DTW metrics
> myself and I am not yet 100% convinced the implementation is correct. If
> you could provide more insights, I'd be grateful. If you know about
> better implementations I'd be happy to include those, but it seems this
> is one of the very few available.
> 
> cheers,
> Thomas
> 
> On 3/1/2013 6:04 PM, je...@hi... wrote:
>> Hi,
>>
>> I need an implementation of calculating the DTW (dynamic time warping)
>> distance of timeseries patterns in order to compare and classify them.
>> At this time, the patterns are double[] arrays which is no problem since
>> I can make them to timeseries objects.
>>
>> In JavaML I found two implementations of DTW now I'm quite confused. The
>> two variations in JavaML package are:
>>
>> -- 
>> DTW.getWarpDistBetween(TimeSeries tsI, TimeSeries tsJ);
>> -- 
>>
>> and
>>
>> -- 
>> DTWSimilarity dtw = new DTWSimilarity();
>> dtw.measure(Instance i1, Instance i2);
>> -- 
>>
>> I looked into source code and the two functions getWarpDistBetween() and
>> measure() look quite different. In measure() there is a hint that it
>> maps the dtw distance with f(x)= 1 - (x / (1 + x)) to a similarity
>> measure. But when I apply this formula to the output of
>> getWarpDistBetween() it does not provide the same solution.
>>
>> Could you tell me, whats the difference of these two functions apart
>> from comversation to a similarity measure in measure()? And which
>> approach should I choose, if I want a classical dtw distance for two
>> timeseries?
>>
>> Thank you in advance!
>>
>> Best regards,
>> Jens
>>
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