time-series

Dynamic Time Warping: Time Series Analysis II

Dynamic Time Warping: Time Series Analysis II

Dynamic Time Warping (DTW) is an intelligent, dynamically adjusted metric that allows more flexibility when used in combination with any distance dependent algorithm. This flexibility allows for better classification results in many different time-series analyses. 

DTW allows us to retain the temporal dynamics by directly modeling the time-series. As its names suggests, the usual Euclidean distance in problems is replaced with a dynamically adjusted metric.