Comments (1)
I've now implemented this after the end of the inner loop while keeping track of the smallest distance found in the entire range:
export const getDTWDistance = (
ser1: number[],
ser2: number[],
distFunc: (a: number, b: number) => number,
earlyAbandonBoundary: number
): number => {
const matrix: number[][] = []
for (let i = 0; i < ser1.length; i++) {
matrix[i] = []
let minDist = Infinity
for (let j = 0; j < ser2.length; j++) {
let cost = Infinity
if (i > 0) {
cost = Math.min(cost, matrix[i - 1][j])
if (j > 0) {
cost = Math.min(cost, matrix[i - 1][j - 1])
cost = Math.min(cost, matrix[i][j - 1])
}
} else {
if (j > 0) {
cost = Math.min(cost, matrix[i][j - 1])
} else {
cost = 0
}
}
matrix[i][j] = cost + distFunc(ser1[i], ser2[j])
if (matrix[i][j] < minDist) {
minDist = matrix[i][j]
}
}
// Note: early abandoning might be further improved
// See: https://github.com/GordonLesti/dynamic-time-warping/issues/1
if (minDist > earlyAbandonBoundary) {
return minDist
}
}
return matrix[ser1.length - 1][ser2.length - 1]
}
This seems to give the desired effect but of course is not as fast as I would like, probably because it has to finish the inner loop first. Is there a reason why the comparison cannot be made inside the inner loop? @GordonLesti
from dynamic-time-warping.
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