TSdist

This is a port of the R package TSdist to cython.

List of all metrics

• EuclideanDistance
• ManhattanDistance
• MinkowskiDistance
• LCSSDistance (DP Algorithm with O(n^2) runtime)
• ERPDistance
• STSDistance (single-pass O(n) implementation from Möller-Levet (2003), no sampling rate yet)
• ACFDistance
• ARLPCCepsDistance
• ARMahDistance
• ARPicDistance
• CCorDistance
• CDMDistance
• CIDDistance
• CorDistance
• CortDistance
• DissimDistance
• DTWDistance
• EDRDistance
• FourierDistance
• FrechetDistance
• InfNormDistance
• IntPerDistance
• KMedoids
• LBKeoghDistance
• LPDistance
• ManhattanDistance
• MindistSaxDistance
• NCDDistance
• OneNN
• PACFDistance
• PDCDistance
• PerDistance
• PredDistance
• SpecGLKDistance
• SpecISDDistance
• SpecLLRDistance
• TAMDistance
• TquestDistance
• TSDatabaseDistances

things to do afterwards:

• parallelization
• integrations

Packages with similar content

• TSdist: The original R package
• ts-dist: A python implementation with a few metrics
• tslearn: A python package for time series analysis that contains a few metrics like dynamic time warping
• pyts A second python package for time series analysis that contains a dtw implementation
• sktime A scikit-learn compatible framework for time series analysis planning on extending the amount of metrics available in the future. currently implementing LCSS, MPDist, some DTW variations, Euclidean & ERP