Function mvmStepPattern

dtw/mvm.py:26–111

Minimum Variance Matching algorithm Step patterns to compute the Minimum Variance Matching (MVM) correspondence between time series **Details** The Minimum Variance Matching algorithm (1) finds the non-contiguous parts of reference which best match the query, allowing for arbitrarily long “stretc

(elasticity=20)

import numpy

def mvmStepPattern(elasticity=20):
    # IMPORT_RDOCSTRING mvmStepPattern
    """Minimum Variance Matching algorithm

Step patterns to compute the Minimum Variance Matching (MVM)
correspondence between time series

**Details**

The Minimum Variance Matching algorithm (1) finds the non-contiguous
parts of reference which best match the query, allowing for arbitrarily
long “stretches” of reference to be excluded from the match. All
elements of the query have to be matched. First and last elements of the
query are anchored at the boundaries of the reference.

The ``mvmStepPattern`` function creates a ``stepPattern`` object which
implements this behavior, to be used with the usual [dtw()] call (see
example). MVM is computed as a special case of DTW, with a very large,
asymmetric-like step pattern.

The ``elasticity`` argument limits the maximum run length of reference
which can be skipped at once. If no limit is desired, set ``elasticity``
to an integer at least as large as the reference (computation time grows
linearly).

Parameters
----------
elasticity : 
    integer: maximum consecutive reference elements skippable

Returns
-------

A step pattern object.

References
----------

Latecki, L. J.; Megalooikonomou, V.; Wang, Q. & Yu, D. *An elastic
partial shape matching technique* Pattern Recognition, 2007, 40,
3069-3080.
`doi:10.1016/j_patcog.2007.03.004 <https://doi.org/10.1016/j_patcog.2007.03.004>`__

Examples
--------

>>> import numpy as np
>>> from dtw import *

The hand-checkable example given in Fig. 5, ref. [1] above

>>> diffmx  =  np.array(
... [[  0,  1,  8,  2,  2,  4,  8 ],
...  [  1,  0,  7,  1,  1,  3,  7 ],
...  [ -7, -6,  1, -5, -5, -3,  1 ],
...  [ -5, -4,  3, -3, -3, -1,  3 ],
...  [ -7, -6,  1, -5, -5, -3,  1 ]], dtype=np.double )