rucrdtw: Fast time series subsequence search in R
View Researcher's Other CodesDisclaimer: The provided code links for this paper are external links. Science Nest has no responsibility for the accuracy, legality or content of these links. Also, by downloading this code(s), you agree to comply with the terms of use as set out by the author(s) of the code(s).
Authors | Philipp H. Boersch-Supan |
Journal/Conference Name | J. Open Source Software |
Paper Category | Other |
Paper Abstract | Calculating a DTW alignment is computationally relatively expensive, and as a consequence DTW is often a bottleneck in time series data mining applications. The UCR Suite (Rakthanmanon et al. 2012) provides a highly optimized algorithm for best-match subsequence searches that avoids unnecessary distance computations and thereby enables fast DTW and Euclidean Distance queries even in data sets containing trillions of observations. |
Date of publication | 2016 |
Code Programming Language | R |
Comment |