rucrdtw: Fast time series subsequence search in R
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| 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 |
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