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Constrained Dynamic Time Warping Distance Measure

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19 Sep 2006 (Updated )

This MEX function computes the constrained dynamic time warping distance between two time series.

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Description

This is the C source code for a Matlab executable (MEX) function named cdtw_dist(). This function returns the Constrained (by Sakoe-Chiba band) Dynamic Time Warping distance between two time series. This function has 3 input parameters and 1 return value: "distance = cdtw_dist(query_vector, candidate_vector, radius);". The distance value is the square root of the minimum sum of squared differences divided by the number of comparisons. If radius == Inf, distance is the unconstrained dynamic time warping distance. Both the time and space complexity of this function are O(mn), where m is the length of the query_vector and n is the length of the candidate_vector. This MEX function was tested using Matlab (R14SP1) for Windows with Matlab's Lcc C (v2.4). These Matlab commands were used to compile this function: "mex -setup; mex cdtw_dist.c;".

Acknowledgements

Dynamic Time Warping inspired this file.

MATLAB release MATLAB 7.0.1 (R14SP1)
Other requirements This function was written in C to make it run faster. This source code requires a C compiler to generate a MEX file.
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Comments and Ratings (11)
07 Mar 2014 tasneem mahmoud  
01 Sep 2013 Bruno Moraes Rocha

I can use this function to calculate the distance of a matrix? How can I do this?

05 Jun 2013 lu li

very good thanks

11 Apr 2013 bvgfgbvjx  
22 Feb 2011 Doug

DBL_MX is not a variable it is a constant. It documents the maximum size of a DBL word on the machine where you compile the C code.

23 Aug 2010 Nandha

may I ask what is DBL_MAX variable for ?

01 Jun 2009 Ahmed

# include "float.h"

i add the above line because 'DBL_MAX' is defined in it. The algorithm work without erros. good work

29 Apr 2009 Ahmed

who can solve this problem : variable 'DBL_MAX' is not definded in the file

28 Mar 2008 Ahmed Bderhman

I think this is a good working and had help me more.

I have this question: i like to change euclidean distance{d=(repmat(Test',1,N)-repmat(Ref,M,1)).^2;} with mahalanobis distance is it possipole? if yes how can i do that?

because i like to test the efficiency of my system when i use euclidean distance and when i used mahalnobis distance.

24 Aug 2007 viram mishra  
15 Mar 2007 xu ning

Good Work!But the variable 'DBL_MAX' is not definded in the file.

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