C++ Native Functions: com.teracloud.streams.timeseries.distance

This page documents native functions that can be invoked from SPL, including the SPL interfaces that can be used to invoke each of the native functions.

Functions

public float64 dtw(list<float64> ts1, list<float64> ts2)

This function uses dynamic time warping (DTW) to measure the similarity between two time series.

public float64 dtw_itakura(list<float64> ts1, list<float64> ts2, int32 bandSize, float64 centerOffsetPercentage)

This function computes the Itakura Parallelogram DTW.

public float64 dtw_sakoe_chiba(list<float64> ts1, list<float64> ts2, int32 bandSize)

This function computes the Sakoe-Chiba Band based DTW.

public float64 lcss(list<float64> ts1, list<float64> ts2, int32 delta, float64 epsilon)

This function computer the longest common subsequence (LCSS) between two time series.

public float64 lpNorm(list<float64> ts1, list<float64> ts2, float64 pValue)

This function computes the Lp distance between two time series.