TSCompute_Sakoe_Chiba_Constraint_Dist function

The TSCompute_Sakoe_Chiba_Constraint_Dist function calculates a similarity score for two time series sequences with the Sakoe-Chiba constraint.

Syntax

TSCompute_Sakoe_Chiba_Constraint_Dist (
                 sequence1           list,
                 sequence2           list,
                 norm_mconstraint    DOUBLE PRECISION) 
RETURNS DOUBLE PRECISION
sequence1
A list of values that is returned by the ValueAsCollection or TSGetValueList function.
sequence2
A list of values that is returned by the ValueAsCollection or TSGetValueList function.
norm_mconstraint
A number that represents the normalized mConstraint in the Sakoe-Chiba formula.

Usage

Run the TSPearson_Correlation_Score function to calculate the similarity distance between two time series sequences, restricted by the Sakoe-Chiba constraint. The length of the sequences must be the same. See Dynamic time warping.

Returns

A number that represents the distance.