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dynamic time warping algorithm with optional constraints #250

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@lewardo lewardo commented Aug 24, 2023

@weefuzzy @tremblap @AlexHarker
Beginning of the implementation of the DTW and FastDTW algorithms now that #247 allows time-based manipulation, the pr is mostly for discussion about interface until something functional is built (branch data-series merged in from lewardo/flucoma-core@7d15aaf)

Interface is still up for discussion, since it is merely a complicated but funkier version of a distance between two tensors (take that pythagoras). Algorithms such as KMeans would benefit very much from this algorithm, hence DTW and FastDTW being functors is an interesting paradigm to explore, so that there is not as much refactoring for distance-using objects.

As a proof of concept it will be the distance algorithm used in the kNearest interface in dataSeries (as provided by dataSet with squared euclidian distance)

lewardo and others added 27 commits September 5, 2023 15:46
…lly check the max length dynamically zero pad

ceil(log10(maxlen)) zero padding would do but maybe we should store a new "maxlength" key
# Conflicts:
#	include/clients/nrt/DataSeriesClient.hpp
#	include/data/FluidJSON.hpp
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