dtw_window.py

class DTW_WINDOW(object):
    """Perform Distance Time Warping"""

    def __init__(self, v1, v2, dist=dtw.DISTANCES['euclidean'], win=50):

        set1, set2 = np.asarray(v1), np.asarray(v2)

        self.cost_matrix = sys.maxint * np.ones((set1.size, set2.size))
        self.cost_matrix[0, 0] = dist(set1[0], set2[0])

        for i in range(1, set1.size):
            self.cost_matrix[i, 0] = self.cost_matrix[i-1, 0] + dist(set1[i], set2[0])
        for j in range(1, set2.size):
            self.cost_matrix[0, j] = self.cost_matrix[0, j-1] + dist(set1[0], set2[j])
            
        for i in range(1, set1.size):
            for j in xrange(max(1, i - win),
                           min(set2.size, i + win)):
                self.cost_matrix[i, j] = min(self.cost_matrix[i - 1, j - 1],
                                             self.cost_matrix[i - 1, j],
                                             self.cost_matrix[i, j - 1]) + dist(set1[i], set2[j])

        self.distance = self.cost_matrix[-1, -1]