rucrdtw: Fast time series subsequence search in R

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Authors Philipp H. Boersch-Supan
Journal/Conference Name J. Open Source Software
Paper Category
Paper Abstract Calculating a DTW alignment is computationally relatively expensive, and as a consequence DTW is often a bottleneck in time series data mining applications. The UCR Suite (Rakthanmanon et al. 2012) provides a highly optimized algorithm for best-match subsequence searches that avoids unnecessary distance computations and thereby enables fast DTW and Euclidean Distance queries even in data sets containing trillions of observations.
Date of publication 2016
Code Programming Language R
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