dtw

Compressed row representation window. Stores the range of active grid cells in each column. Any window with contiguous columns can be expressed as a CRWindow. Supports efficient iterative construction and updates.

(n+1) x (m+1) Matrix Cell (i,j) corresponds to minimum total cost/distance of matching elements (i-1, j-1) in series1 and series2.

Dynamic Time Warping (DTW) Alignment.

Forms the Itakura parallelogram, where max_slope determines the slope of the steeper side.

Window covers the entire grid, meaning every possible alignment between series1 and series2 is considered.

Forms a diagonal window where window_size controls the maximum allowed shift between the two series. If both time-series have the same time axis, window_size corresponds to the maximum number of time periods

Determines the optimal alignment between two time series `series1` and `series2`, according to the Dynamic Time Warping algorithm. The alignment minimizes the distance between pair-wise elements after warping. All elements in the two series are matched and are in strictly monotonically increasing order. Considers only the values in the series, ignoring the time axis.