now support
- dynamic time warping (DTW)
- multivariable DTW
- lb_keogh
todo
- multivariable lb_keogh
- edit distance on real (EDR)
$ python demo_dtw.py
dtw
dtw_c ts1 vs ts2
56.3702652789 0.03 s
dtw_c ts1 vs ts3
366.425608996 0.03 s
dtw_py ts1 vs ts3
366.425608996 7.39 s
$ python demo_lb_keogh.py
dtw_c ts1 vs ts2
101.577439205 0.30 s
lb_keogh_c ts1 vs ts2
28.1342295012 0.05 s
lb_keogh_c ts1 vs ts3
4697.5134284 0.05 s
lb_keogh_py ts1 vs ts3
4697.51370379 0.79 s