Python implementation of AWarp algorithm using numba to optimize machine code at runtime.
Given 2 run length encoded time series:
s = np.array([1, 2, 3, -1, 1])
t = np.array([1, -2, 4, 1])
To calculate global AWarp distance:
awarp.awarp(s, t)
To calculate costrained AWarp distance:
awarp.awarp(s, t, w=4)
where w is the size of the window in number of points.
MIT