Constrained Dynamic Time Warping Distance Measure

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

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

The author wishes to acknowledge the following in the creation of this submission:
Dynamic Time Warping

• 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.

[xu ning]

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

[viram mishra]

 

[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.

[Ahmed]

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

[Ahmed]

# include "float.h"

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

[Nandha]

may I ask what is DBL_MAX variable for ?

[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.