lemire/lbimproved

Dynamic Time Warping (DTW) library implementing lower bounds (LB_Keogh, LB_Improved...)

LBImproved C++ Library

This library comes in the form of one short C++ header file. The documentation is in the C++ comments and in this file.

Key feature

1. Fast Dynamic Time Warping nearest neighbor retrieval.

2. Implementations of LB Koegh and LB Improved

3. Companion to the following paper :

Daniel Lemire, Faster Retrieval with a Two-Pass Dynamic-Time-Warping Lower Bound, Pattern Recognition 42 (9), pages 2169-2180, 2009. http://arxiv.org/abs/0811.3301

Comments about this paper by Keogh's team:

 To our knowledge, there is only one paper that
 offers a plausible speedup based on a tighter 
 lower bound—Lemire (2009) suggests a mean speedup 
 of about 1.4 based on a tighter bound. 
 These results are reproducible, and testing on 
 more general data sets we obtained similar 
 results (...) (Wang et al. 2013)

BUILD

type "make"

make
./unittesting
./benchmark
./example

Simple code example

See example.cpp.

Other libraries

• dtwclust is an R Package for Time Series Clustering Along with Optimizations for DTW

lbimproved's Issues

Unable to compile on VS2008 (vista)

I want to run it on visual studio 2008 (Vista). Can you please tell me the
steps involved to compile and execute the program successfully.

Original issue reported on code.google.com by [email protected] on 23 Mar 2009 at 11:05

Support for vectors of varying lengths

Are there any plans to support vectors of varying lengths in the future?

Two vectors have to be the same size

This seems to only work when the two vectors are of the same size? Is this 
requirement overcomeable?

Original issue reported on code.google.com by [email protected] on 7 Feb 2012 at 10:48

url of the requirement for the Spatial Index Library cannot be reached

Could you please update for a new link for the library? Thank you.

Original issue reported on code.google.com by [email protected] on 8 Feb 2015 at 9:04

Examples on source and data

Could you post a simple example on how to use this as library? Moreover, a sample on how the data and class labels should look like. It would help others immensely.