# 优质代码

def dtw_distance(ts_a, ts_b, d=lambda x,y: abs(x-y), mww=np.inf):
"""Computes dtw distance between two time series

Args:
ts_a: time series a
ts_b: time series b
d: distance function
mww: max warping window, int, optional (default = infinity)

Returns:
dtw distance
"""

# Create cost matrix via broadcasting with large int
ts_a, ts_b = np.array(ts_a), np.array(ts_b)
M, N = len(ts_a), len(ts_b)
cost = np.ones((M, N))

# Initialize the first row and column
cost[0, 0] = d(ts_a[0], ts_b[0])
for i in range(1, M):
cost[i, 0] = cost[i-1, 0] + d(ts_a[i], ts_b[0])

for j in range(1, N):
cost[0, j] = cost[0, j-1] + d(ts_a[0], ts_b[j])

# Populate rest of cost matrix within window
for i in range(1, M):
for j in range(max(1, i - mww), min(N, i + mww)):
choices = cost[i-1, j-1], cost[i, j-1], cost[i-1, j]
cost[i, j] = min(choices) + d(ts_a[i], ts_b[j])

# Return DTW distance given window
return cost[-1, -1], _traceback(cost)

def _traceback(D):
i, j = array(D.shape) - 1
path = [(i,j)]
while ((i > 0) or (j > 0)):
back = argmin((D[i-1, j-1], D[i, j-1], D[i-1, j]))
if (back == 0):
i -= 1
j -= 1
elif (back == 1):
j -= 1
else:
i -= 1
path.append((i,j))
return list(reversed(path))


# 结果可视化

import matplotlib.pyplot as plt
import matplotlib as mpl

def plot_warping(s1, s2, path):
"""Plot the optimal warping between to sequences.
:param s1: From sequence.
:param s2: To sequence.
:param path: Optimal warping path.
"""

fig, ax = plt.subplots(nrows=2, ncols=1, sharex=True, sharey=True)
ax[0].plot(s1)
ax[1].plot(s2)
transFigure = fig.transFigure.inverted()
lines = []
line_options = {'linewidth': 0.5, 'color': 'orange', 'alpha': 0.8}
for r_c, c_c in path:
if r_c < 0 or c_c < 0:
continue
coord1 = transFigure.transform(ax[0].transData.transform([r_c, s1[r_c]]))
coord2 = transFigure.transform(ax[1].transData.transform([c_c, s2[c_c]]))
lines.append(mpl.lines.Line2D((coord1[0], coord2[0]), (coord1[1], coord2[1]),
transform=fig.transFigure, **line_options))
fig.lines = lines

return fig, ax

s1 = [np.sin(i) for i in range(20)]
s2 = [np.sin(i+0.1+np.pi) for i in range(20)]
plt.plot(s1)
plt.plot(s2)

dis, path = dtw_distance(s1, s2)
plot_warping(s1, s2, path)


# 相关优质博文：

• https://www.cnblogs.com/xingshansi/p/6924911.html
• https://blog.csdn.net/raym0ndkwan/article/details/45614813
• https://github.com/wannesm/dtaidistance
• https://www.cnblogs.com/ningjing213/p/10502519.html

©️2019 CSDN 皮肤主题: 终极编程指南 设计师: CSDN官方博客