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.