hi,

DTW in O(n^2) is super easy to implement. A good exercise with cython !
Some implementations exist in O(n) although they give only good approximations.

Alex

On Mon, Oct 29, 2012 at 6:15 PM, Didier Vila <[email protected]> wrote:
> Olivier,
>
> it will be fantastic if the DTW can be implemented and be used for any
> predictor of scikit learn.
>
> This implementation will leverage scikit learn and  some of its current
> components for a time series analysis task.
>
> Regards.
>
> Didier
>
>
> Didier Vila, PhD | Risk
>
>
> -----Original Message-----
> From: Olivier Grisel [mailto:[email protected]]
> Sent: 29 October 2012 14:08
> To: [email protected]
> Subject: Re: [Scikit-learn-general] Dynamic Time Warping measure (DTW)
>
> 2012/10/29 Didier Vila <[email protected]>:
>> Good Afternoon all,
>>
>> Does Scikit learn have the dynamic time warping measure embedded in
> the
>> framework ?
>
> No.
>
>> If yes, can I use it with clustering/ svm tools ?
>>
>> If not, do you have any other alternatives / suggestions ?
>
> According to the wikipedia article:
> http://en.wikipedia.org/wiki/Dynamic_time_warping ,  mlpy has an
> implementation.
>
> It should not be too complicated to contribute a cython implementation
> scikit-learn for the pairwise module:
>
> https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/metrics
> /pairwise.py
>
> --
> Olivier
> http://twitter.com/ogrisel - http://github.com/ogrisel
>
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