LBImproved C++ Library
This library comes in the form of one short C++ header file. The documentation is in the C++ comments and in this file.
Fast Dynamic Time Warping nearest neighbor retrieval.
Implementations of LB Koegh and LB Improved
Companion to the following paper :
Daniel Lemire, Faster Retrieval with a Two-Pass Dynamic-Time-Warping Lower Bound, Pattern Recognition 42 (9), pages 2169-2180, 2009. http://arxiv.org/abs/0811.3301
Comments about this paper by Keogh's team:
To our knowledge, there is only one paper that offers a plausible speedup based on a tighter lower bound—Lemire (2009) suggests a mean speedup of about 1.4 based on a tighter bound. These results are reproducible, and testing on more general data sets we obtained similar results (...) (Wang et al. 2013)
make ./unittesting ./benchmark ./example
Simple code example
- dtwclust is an R Package for Time Series Clustering Along with Optimizations for DTW