I'm trying to run this code from Kaggle. For clustering time series using DTW. More specifically the part: In[24/25]:
"""
From a list of series, compute a distance matrix by computing the
DTW distance of all pairwise combinations of series.
"""
diff_matrix = {}
cross = itertools.product(cols, cols)
for (col1, col2) in cross:
series1 = daily_sales_item_lookup_scaled_weekly[col1]
series2 = daily_sales_item_lookup_scaled_weekly[col2]
diff = dtw(
series1,
series2,
keep_internals=True,
step_pattern=rabinerJuangStepPattern(2, "c")
)\
.normalizedDistance
diff_matrix[(col1, col2)] = [diff]
return diff_matrix
As one of the parameters, the authors claim "step_pattern=rabinerJuangStepPattern(2, "c"))" however, when I run it, I get the error mentioned. Does anyone know what might be wrong?
Thank you!
You need to import this function from the dtw package like this first:
from dtw import *
If you scroll to the top of the Kaggle Page you can see that it is imported there too.