DTW_cpp

A small Dynamic Time Warping (DTW) single header library for C++

DTW.hpp computes the DTW distance between two c++ vectors a and b!

Features

• Supports N-Dimensional data
• a and bcan have different number of data points
• Compute the distance using any p-norm
• DTW::dtw_distance_only(a, b, p); function which returns only the DTW distance
• DTW::DTW MyDtw (a, b, p); class contains the pairwise distance vector, DTW distance vector, DTW distance, and a function to calculate the DTW alignment path

What is Dynamic Time Warping ?

Dynamic Time Warping (DTW) is an algorithm to measure the similarity between two temporal curves. The wiki page on DTW is a great place to learn more.

Consider the above Numerical and Experimental curves in 2D space. DTW can be used to measure the similarity between the two curves. A DTW distance of zero would mean that the warped curves match exactly.

The order of data points matters. Each curve is a sequence of data points, with a known beginning and ending.

Examples

Check out the two examples.

Tests

Run run_tests.sh in a linux environment.

• travisci tests using Ubuntu Xenial and g++ version 5.4.0
• also tested on openSUSE Leap 15.1 and g++ version 7.4.0

Requirements

• C++11 standard or later