RicardoSantos

FunctionDynamicTimeWarping

Library "FunctionDynamicTimeWarping"
"In time series analysis, dynamic time warping ( DTW ) is an algorithm for
measuring similarity between two temporal sequences, which may vary in
speed. For instance, similarities in walking could be detected using DTW ,
even if one person was walking faster than the other, or if there were
accelerations and decelerations during the course of an observation.
DTW has been applied to temporal sequences of video, audio, and graphics
data — indeed, any data that can be turned into a linear sequence can be
analyzed with DTW . A well-known application has been automatic speech
recognition, to cope with different speaking speeds. Other applications
include speaker recognition and online signature recognition.
It can also be used in partial shape matching applications."
"Dynamic time warping is used in finance and econometrics to assess the
quality of the prediction versus real-world data."
~~ wikipedia
reference:
https://en.wikipedia.org/wiki/Dynamic_ti...
https://towardsdatascience.com/dynamic-t...
https://github.com/shunsukeaihara/pydtw/...

cost_matrix(a, b, w)
  Dynamic Time Warping procedure.
  Parameters:
    a: array<float>, data series.
    b: array<float>, data series.
    w: int , minimum window size.
  Returns: matrix<float> optimum match matrix.

traceback(M)
  perform a backtrace on the cost matrix and retrieve optimal paths and cost between arrays.
  Parameters:
    M: matrix<float>, cost matrix.
  Returns: tuple:
array<int> aligned 1st array of indices.
array<int> aligned 2nd array of indices.
float final cost.
reference:
https://github.com/shunsukeaihara/pydtw/...

report(a, b, w)
  report ordered arrays, cost and cost matrix.
  Parameters:
    a: array<float>, data series.
    b: array<float>, data series.
    w: int , minimum window size.
  Returns: string report.

Perpustakaan Pine

Di dalam semangat sebenar TradingView, pengarang telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka, jadi pengaturcara-pengaturcara Pine yang lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda boleh menggunakan perpustakaan ini secara peribadi atau pada penerbitan-penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini di dalam penerbitan adalah ditadbir oleh Peraturan Dalaman.

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.

Mahu gunakan perpustakaan ini?

Salin garisan ini dan tampalkan ia di dalam skrip anda.