Some valuable Insight on Dynamic time wrapping

Math ∩ Programming

Problem: Write a program that compares two sequences of differing lengths for similarity.

Solution: (In Python)

DiscussionComparing sequences of numbers can be tricky business. The simplest way to do so is simply component-wise. However, this will often disregard more abstract features of a sequence that we intuitively understand as “shape.”

For example, consider the following two sequences.

0 0 0 3 6 13 25 22 7 2 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 4 5 12 24 23 8 3 1 0 0 0 0…

They both have the same characteristics — a bump of height roughly 25 and length 8 — but comparing the two sequences entrywise would imply they are not similar. According to the standard…

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