Created
August 5, 2012 16:25
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Simple DTW(Dynamic time wrapping) in python
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# -*- coding: utf-8 -*- | |
# An pure python implemetation of Dynamic Time Warpping | |
# http://en.wikipedia.org/wiki/Dynamic_time_warping | |
class Dtw(object): | |
def __init__(self, seq1, seq2, distance_func=None): | |
''' | |
seq1, seq2 are two lists, | |
distance_func is a function for calculating | |
the local distance between two elements. | |
''' | |
self._seq1 = seq1 | |
self._seq2 = seq2 | |
self._distance_func = distance_func if distance_func else lambda: 0 | |
self._map = {(-1, -1): 0.0} | |
self._distance_matrix = {} | |
self._path = [] | |
def get_distance(self, i1, i2): | |
ret = self._distance_matrix.get((i1, i2)) | |
if not ret: | |
ret = self._distance_func(self._seq1[i1], self._seq2[i2]) | |
self._distance_matrix[(i1, i2)] = ret | |
return ret | |
def calculate_backward(self, i1, i2): | |
''' | |
Calculate the dtw distance between | |
seq1[:i1 + 1] and seq2[:i2 + 1] | |
''' | |
if self._map.get((i1, i2)) is not None: | |
return self._map[(i1, i2)] | |
if i1 == -1 or i2 == -1: | |
self._map[(i1, i2)] = float('inf') | |
return float('inf') | |
min_i1, min_i2 = min((i1 - 1, i2), (i1, i2 - 1), (i1 - 1, i2 - 1), | |
key=lambda x: self.calculate_backward(*x)) | |
self._map[(i1, i2)] = self.get_distance(i1, i2) + \ | |
self.calculate_backward(min_i1, min_i2) | |
return self._map[(i1, i2)] | |
def get_path(self): | |
''' | |
Calculate the path mapping. | |
Must be called after calculate() | |
''' | |
i1, i2 = (len(self._seq1) - 1, len(self._seq2) - 1) | |
while (i1, i2) != (-1, -1): | |
self._path.append((i1, i2)) | |
min_i1, min_i2 = min((i1 - 1, i2), (i1, i2 - 1), (i1 - 1, i2 - 1), | |
key=lambda x: self._map[x[0], x[1]]) | |
i1, i2 = min_i1, min_i2 | |
return self._path | |
def calculate(self): | |
return self.calculate_backward(len(self._seq1) - 1, | |
len(self._seq2) - 1) |
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