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Add partial matching #59
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SPRING [1][2] is a streaming method for subsequence matching in data streams. It differs from regular DTW in that it calculates partial matching. In SPRING, the starting point for partial matching is obtained by star-padding and STWM. This commit adds `b_partial_start` flag, and if it is True, `__dtw()` calculates the matching start point by the star-padding-like and the STWM-like behavior. In SPRING, the ending point for the partial matching is obtained as the ending point of the optimal subsequence as the data streaming progresses. However, `__dtw()` does not handle data streams. This commit adds `b_partial_end` flag, and if it is True, `__dtw()` calculates the matching ending point as the point with the lowest DTW distance. [1] Yasushi Sakurai, Christos Faloutsos, Masashi Yamamuro: Stream Monitoring under the Time Warping Distance, ICDE2007, https://doi.org/10.1109/ICDE.2007.368963 [2] Yasushi Sakurai, Christos Faloutsos, Masashi Yamamuro: Stream Processing under the Dynamic Time Warping Distance, DEWS2007, https://www.ieice.org/iss/de/DEWS/DEWS2007/pdf/l6-5.pdf
Same functionality as previous commit added to pyx.
Negative indexes are excluded when generating `window` at a later step.
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Add partial matching
This pull request adds partial matching DTW like #27 .
The difference between #27 and this is as follows.
radius
in the x-directions (long data) and y-directions (short data).Examples
I created this pull request with reference to SPRING [1][2].
SPRING
is a streaming method for subsequence matching in data streams.
It differs from regular DTW in that it calculates partial matching.
In SPRING, the starting point for partial matching is obtained
by star-padding and STWM.
This commit adds
b_partial_start
flag, and if it is True,__dtw()
calculates the matching start pointby the star-padding-like and the STWM-like behavior.
In SPRING, the ending point for the partial matching is obtained
as the ending point of the optimal subsequence
as the data streaming progresses.
However,
__dtw()
does not handle data streams.This commit adds
b_partial_end
flag, and if it is True,__dtw()
calculates the matching ending point as the pointwith the lowest DTW distance.
[1]
Yasushi Sakurai, Christos Faloutsos, Masashi Yamamuro:
Stream Monitoring under the Time Warping Distance, ICDE2007,
https://doi.org/10.1109/ICDE.2007.368963
[2]
Yasushi Sakurai, Christos Faloutsos, Masashi Yamamuro:
Stream Processing under the Dynamic Time Warping Distance, DEWS2007,
https://www.ieice.org/iss/de/DEWS/DEWS2007/pdf/l6-5.pdf