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tslearn.metrics.lb_keogh — tslearn 0.6.4 documentation

tslearn.metrics.lb_keogh(ts_query, ts_candidate=None, radius=1, envelope_candidate=None)[source]¶

Compute LB_Keogh.

LB_Keogh was originally presented in [1].

Parameters:

ts_queryarray-like, shape=(sz1, 1) or (sz1,)

Univariate query time series to compare to the envelope of the candidate.

ts_candidateNone or array-like, shape=(sz2, 1) or (sz2,) (default: None)

Univariate candidate time series. None means the envelope is provided via envelope_candidate parameter and hence does not need to be computed again.

radiusint (default: 1)

Radius to be used for the envelope generation (the envelope at time index i will be generated based on all observations from the candidate time series at indices comprised between i-radius and i+radius). Not used if ts_candidate is None.

envelope_candidate: pair of array-like (envelope_down, envelope_up) or None

(default: None)

Pre-computed envelope of the candidate time series. If set to None, it is computed based on ts_candidate.

Returns:

float

Distance between the query time series and the envelope of the candidate time series.

Notes

This method requires a ts_query and ts_candidate (or envelope_candidate, depending on the call) to be of equal size.

References

[1]

Keogh, E. Exact indexing of dynamic time warping. In International Conference on Very Large Data Bases, 2002. pp 406-417.

Examples

>>> ts1 = [1, 2, 3, 2, 1]
>>> ts2 = [0, 0, 0, 0, 0]
>>> env_low, env_up = lb_envelope(ts1, radius=1)
>>> float(lb_keogh(ts_query=ts2,
...                envelope_candidate=(env_low, env_up)))  
2.8284...
>>> float(lb_keogh(ts_query=ts2,
...                ts_candidate=ts1,
...                radius=1))  
2.8284...

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