Awesome
fastdtw
<a href="https://travis-ci.org/davidmoten/fastdtw"><img src="https://travis-ci.org/davidmoten/fastdtw.svg"/></a><br/>
An enhancement of Stan Salvador and Philip Chan's FastDTW dynamic time warping implementation.
Status: released to Maven Central
Improvements sought for this massaging of the original project are
- mavenize
- add maven site plugins
- add generic types
- remove unused methods, classes
- improve encapsulation
- remove Abstract and Band DTW techniques (because FastDTW is better)
- close resources properly
- add junit tests (the project had no automated unit tests)
- refactor package structure
- deploy to Maven Central for the convenience of all
- reformat whitespace
- add javadocs
- trim API to essentials
- support non-file input data
- decouple where appropriate
- add immutability
- add JMH benchmarks
How to use
Add this dependency to your pom.xml:
<dependency>
<groupId>com.github.davidmoten</groupId>
<artifactId>fastdtw</artifactId>
<version>0.1</version>
</dependency>
To calculate the distance between two TimeSeries
:
Create the two TimeSeries
objects using the builder:
TimeSeries ts1 = TimeSeriesBase.builder()
.add(0, 123.4)
.add(1, 125)
.add(2, 126.3)
.build();
Then calculate the distance:
import com.fastdtw.dtw.FastDTW;
import com.fastdtw.util.Distances;
double distance = FastDTW.compare(ts1, ts2, 10, Distances.EUCLIDEAN_DISTANCE))
.getDistance();
Benchmarks
To run benchmarks:
mvn clean install -P benchmark