Dynamic Time Warping (DTW)

This page describes the parameters for the Dynamic Time Warping (DTW) algorithm as part of AI libs.

.ai.dtw.filterSearch

The .ai.dtw.filterSearch function returns the k best matches for q from ts under cutoff distance.

Parameters

Name	Type(s)	Description
`ts`	float[]	The timeseries `ts` to search on
`q`	float[]	The pattern to search for
`k`	short \| int \| long	The number of best matches to return
`window`	short \| int \| long \| real \| float	The ratio of query size allowed in warping
`cutoff`	short \| int \| long \| real \| float	The maximum distance (exclusive)
`opts`	dict	Advanced options (optional): `ignoreErrors` (default `false`): if `true`, allows q longer than ts (returns empty) `returnMatches` (default `false`): if true, returns a list of distances, indexes, and matched patterns `overlap` (default `0.0`): minimum distance between results, expressed in ratio of query size

Returns

Type	Description
(float[]; long[])	A list of distances and ids for nearest matches

Example

Copy

q).ai:use`kx.ai
q)ts: neg[5.0] + 1000?10.0;
q)q:neg[5.0] + 10?10.0;
q).ai.dtw.filterSearch[ts;q;4;0.3;1.4;::]
1.336535 1.376232 1.39632
492      848      875

.ai.dtw.search

The .ai.dtw.search function returns k best matches for q from ts.

Parameters

Name	Type(s)	Description
`ts`	float[]	The timeseries to search on
`q`	float[]	The pattern to search for
`k`	short \| int \| long	The number of best matches to return
`window`	short \| int \| long \| real \| float	The ratio of query size allowed in warping
`opts`	dict	Advanced options (optional): `ignoreErrors` (default `false`): if `true`, allows q longer than ts (returns empty) `returnMatches` (default `false`): if true, returns a list of distances, indexes, and matched patterns `overlap` (default `0.0`): minimum distance between results, expressed in ratio of query size

Returns

Type	Description
(float[]; long[])	A list of distances and ids for nearest matches

Example

Copy

q).ai:use`kx.ai
q)ts: neg[5.0] + 1000?10.0;
q)q:neg[5.0] + 10?10.0;
q).ai.dtw.search[ts;q;4;0.3;::]
1.336535 1.376232 1.39632 1.41458
492      848      875     295

.ai.dtw.searchRange

The .ai.dtw.searchRange function returns the best matches for q from ts under cutoff distance.

Parameters

Name	Type(s)	Description
`ts`	float[]	The timeseries to search on
`q`	float[]	The pattern to search for
`window`	short \| int \| long \| real \| float	The ratio of query size allowed in warping
`cutoff`	short \| int \| long\| real \| float	The maximum distance (exclusive)
`opts`	dict	Advanced options (optional): `ignoreErrors` (default `false`): if `true`, allows q longer than ts (returns empty) `returnMatches` (default `false`): if true, returns a list of distances, indexes, and matched patterns `overlap` (default `0.0`): minimum distance between results, expressed in ratio of query size

Returns

Type	Description
(float[]; long[])	A list of distances and ids for nearest matches

Example

Copy

q).ai:use`kx.ai
q)ts: neg[5.0] + 1000?10.0;
q)q:neg[5.0] + 10?10.0;
q).ai.dtw.searchRange[ts;q;0.3;1.4;::]
1.336535 1.376232 1.39632
492      848      875