rtime-seriesdtw

Multivariate Dynamic Time Warping(DTW) with R


I'm currently dealing with multivariate dynamic time warping (DTW) in R. The best library I found so far is the dtw package as described here: http://dtw.r-forge.r-project.org/

But I do not know how multivariate dtw is actually implemented and it is also not described in the description of the package. All in all, I would like to know if it implements DTWD (Dependent DTW) or DTWI (Independent DTW).

Does anyone have an idea or a suggestion how to find out which of these two approaches the package uses? Or are there libaries which allow me to choose the variant?


Solution

  • You can always look at the companion papers that come with the packages for a more theoretical grounding of the packages

    https://www.jstatsoft.org/article/view/v031i07

    Additionally, you can always look into the "guts" of the functions to understand how things are implemented in the code

    https://www.rdocumentation.org/packages/dtw/versions/1.20-1/source

    As far as this question in general, perhaps it is better suited for https://stats.stackexchange.com/ where the questions are more methodological than programming.