DtwDist#

class DtwDist(weighted: bool = False, derivative: bool = False, window: int | None = None, itakura_max_slope: float | None = None, bounding_matrix: ndarray = None, g: float = 0.0)[source]#

Interface to sktime native dtw distances, with derivative or weighting.

Interface to simple dynamic time warping (DTW) distance, and the following weighted/derivative versions:

  • WDTW - weighted dynamic tyme warping - ``weighted=True, derivative=False`

  • DDTW - derivative dynamic time warping - weighted=False, derivative=True

  • WDDTW - weighted derivative dynamic time warping - weighted=True, derivative=True

sktime interface to the efficient numba implementations provided by pairwise_distance in sktime.distances.

This estimator provides performant implementation of time warping distances for: * time series of equal length * the Euclidean pairwise distance

For unequal length time series, use sktime.dists_kernels.DistFromAligner with a time warping aligner such as sktime.aligners.AlignerDTW. To use arbitrary pairwise distances, use sktime.aligners.AlignerDTWfromDist. (for derivative DTW, pipeline an alignment distance with Differencer)

Note that the more flexible options above may be less performant.

The algorithms are also available as alignment estimators sktime.alignmnent.dtw_numba, producing alignments aka alignment paths.

DTW was originally proposed in [1], DTW computes the distance between two time series by considering their alignments during the calculation. This is done by measuring the pointwise distance (normally using Euclidean) between all elements of the two time series and then using dynamic programming to find the warping path that minimises the total pointwise distance between realigned series.

DDTW is an adaptation of DTW originally proposed in [2]. DDTW attempts to improve on dtw by better account for the ‘shape’ of the time series. This is done by considering y axis data points as higher level features of ‘shape’. To do this the first derivative of the sequence is taken, and then using this derived sequence a dtw computation is done.

WDTW was first proposed in [3], it adds a multiplicative weight penalty based on the warping distance. This means that time series with lower phase difference have a smaller weight imposed (i.e less penalty imposed) and time series with larger phase difference have a larger weight imposed (i.e. larger penalty imposed).

WDDTW was first proposed in [3] as an extension of DDTW. By adding a weight to the derivative it means the alignment isn’t only considering the shape of the time series, but also the phase.

Parameters:
weightedbool, optional, default=False

whether a weighted version of the distance is computed False = unmodified distance, i.e., dtw distance or derivative dtw distance True = weighted distance, i.e., weighted dtw or derivative weighted dtw

derivativebool, optional, default=False

whether the distance or the derivative distance is computed False = unmodified distance, i.e., dtw distance or weighted dtw distance True = derivative distance, i.e., derivative dtw distance or derivative wdtw

window: int, defaults = None

Sakoe-Chiba window radius one of three mutually exclusive ways to specify bounding matrix if None, does not use Sakoe-Chiba window if int, uses Sakoe-Chiba lower bounding window with radius window. If window is passed, itakura_max_slope will be ignored.

itakura_max_slope: float, between 0. and 1., default = None

Itakura parallelogram slope one of three mutually exclusive ways to specify bounding matrix if None, does not use Itakura parallelogram lower bounding if float, uses Itakura parallelogram lower bounding, with slope gradient itakura_max_slope

bounding_matrix: optional, 2D np.ndarray, default=None

one of three mutually exclusive ways to specify bounding matrix must be of shape (len(X), len(X2)), len meaning number time points, where X, X2 are the two time series passed in transform Custom bounding matrix to use. If provided, then window and itakura_max_slope are ignored. The matrix should be structured so that indexes considered in bound should be the value 0. and indexes outside the bounding matrix should be infinity.

g: float, optional, default = 0. Used only if ``weighted=True``.

Constant that controls the curvature (slope) of the function; that is, g controls the level of penalisation for the points with larger phase difference.

Attributes:
is_fitted

Whether fit has been called.

References

[1]

H. Sakoe, S. Chiba, “Dynamic programming algorithm optimization for spoken word recognition,” IEEE Transactions on Acoustics, Speech and Signal Processing, vol. 26(1), pp. 43–49, 1978.

[2]

Keogh, Eamonn & Pazzani, Michael. (2002). Derivative Dynamic Time Warping. First SIAM International Conference on Data Mining. 1. 10.1137/1.9781611972719.1.

[3] (1,2)

Young-Seon Jeong, Myong K. Jeong, Olufemi A. Omitaomu, Weighted dynamic time

warping for time series classification, Pattern Recognition, Volume 44, Issue 9, 2011, Pages 2231-2240, ISSN 0031-3203, https://doi.org/10.1016/j.patcog.2010.09.022.

Examples

>>> from sktime.datasets import load_unit_test
>>> from sktime.dists_kernels.dtw import DtwDist
>>>
>>> X, _ = load_unit_test(return_type="pd-multiindex")  
>>> d = DtwDist(weighted=True, derivative=True)  
>>> distmat = d.transform(X)  

distances are also callable, this does the same:

>>> distmat = d(X)  

Methods

__call__(X[, X2])

Compute distance/kernel matrix, call shorthand.

check_is_fitted()

Check if the estimator has been fitted.

clone()

Obtain a clone of the object with same hyper-parameters.

clone_tags(estimator[, tag_names])

Clone tags from another estimator as dynamic override.

create_test_instance([parameter_set])

Construct Estimator instance if possible.

create_test_instances_and_names([parameter_set])

Create list of all test instances and a list of names for them.

fit([X, X2])

Fit method for interface compatibility (no logic inside).

get_class_tag(tag_name[, tag_value_default])

Get a class tag's value.

get_class_tags()

Get class tags from the class and all its parent classes.

get_config()

Get config flags for self.

get_fitted_params([deep])

Get fitted parameters.

get_param_defaults()

Get object's parameter defaults.

get_param_names()

Get object's parameter names.

get_params([deep])

Get a dict of parameters values for this object.

get_tag(tag_name[, tag_value_default, ...])

Get tag value from estimator class and dynamic tag overrides.

get_tags()

Get tags from estimator class and dynamic tag overrides.

get_test_params([parameter_set])

Return testing parameter settings for the estimator.

is_composite()

Check if the object is composed of other BaseObjects.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

reset()

Reset the object to a clean post-init state.

save([path, serialization_format])

Save serialized self to bytes-like object or to (.zip) file.

set_config(**config_dict)

Set config flags to given values.

set_params(**params)

Set the parameters of this object.

set_random_state([random_state, deep, ...])

Set random_state pseudo-random seed parameters for self.

set_tags(**tag_dict)

Set dynamic tags to given values.

transform(X[, X2])

Compute distance/kernel matrix.

transform_diag(X)

Compute diagonal of distance/kernel matrix.

classmethod get_test_params(parameter_set='default')[source]#

Return testing parameter settings for the estimator.

Parameters:
parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return "default" set. There are currently no reserved values for distance/kernel transformers.

Returns:
paramsdict or list of dict, default = {}

Parameters to create testing instances of the class Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params

check_is_fitted()[source]#

Check if the estimator has been fitted.

Raises:
NotFittedError

If the estimator has not been fitted yet.

clone()[source]#

Obtain a clone of the object with same hyper-parameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self.

Raises:
RuntimeError if the clone is non-conforming, due to faulty __init__.

Notes

If successful, equal in value to type(self)(**self.get_params(deep=False)).

clone_tags(estimator, tag_names=None)[source]#

Clone tags from another estimator as dynamic override.

Parameters:
estimatorestimator inheriting from :class:BaseEstimator
tag_namesstr or list of str, default = None

Names of tags to clone. If None then all tags in estimator are used as tag_names.

Returns:
Self

Reference to self.

Notes

Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.

classmethod create_test_instance(parameter_set='default')[source]#

Construct Estimator instance if possible.

Parameters:
parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:
instanceinstance of the class with default parameters

Notes

get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.

classmethod create_test_instances_and_names(parameter_set='default')[source]#

Create list of all test instances and a list of names for them.

Parameters:
parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:
objslist of instances of cls

i-th instance is cls(**cls.get_test_params()[i])

nameslist of str, same length as objs

i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}

fit(X=None, X2=None)[source]#

Fit method for interface compatibility (no logic inside).

classmethod get_class_tag(tag_name, tag_value_default=None)[source]#

Get a class tag’s value.

Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.

Parameters:
tag_namestr

Name of tag value.

tag_value_defaultany

Default/fallback value if tag is not found.

Returns:
tag_value

Value of the tag_name tag in self. If not found, returns tag_value_default.

classmethod get_class_tags()[source]#

Get class tags from the class and all its parent classes.

Retrieves tag: value pairs from _tags class attribute. Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.

Returns:
collected_tagsdict

Dictionary of class tag name: tag value pairs. Collected from _tags class attribute via nested inheritance.

get_config()[source]#

Get config flags for self.

Returns:
config_dictdict

Dictionary of config name : config value pairs. Collected from _config class attribute via nested inheritance and then any overrides and new tags from _onfig_dynamic object attribute.

get_fitted_params(deep=True)[source]#

Get fitted parameters.

State required:

Requires state to be “fitted”.

Parameters:
deepbool, default=True

Whether to return fitted parameters of components.

  • If True, will return a dict of parameter name : value for this object, including fitted parameters of fittable components (= BaseEstimator-valued parameters).

  • If False, will return a dict of parameter name : value for this object, but not include fitted parameters of components.

Returns:
fitted_paramsdict with str-valued keys

Dictionary of fitted parameters, paramname : paramvalue keys-value pairs include:

  • always: all fitted parameters of this object, as via get_param_names values are fitted parameter value for that key, of this object

  • if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

  • if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc

classmethod get_param_defaults()[source]#

Get object’s parameter defaults.

Returns:
default_dict: dict[str, Any]

Keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__.

classmethod get_param_names()[source]#

Get object’s parameter names.

Returns:
param_names: list[str]

Alphabetically sorted list of parameter names of cls.

get_params(deep=True)[source]#

Get a dict of parameters values for this object.

Parameters:
deepbool, default=True

Whether to return parameters of components.

  • If True, will return a dict of parameter name : value for this object, including parameters of components (= BaseObject-valued parameters).

  • If False, will return a dict of parameter name : value for this object, but not include parameters of components.

Returns:
paramsdict with str-valued keys

Dictionary of parameters, paramname : paramvalue keys-value pairs include:

  • always: all parameters of this object, as via get_param_names values are parameter value for that key, of this object values are always identical to values passed at construction

  • if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

  • if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc

get_tag(tag_name, tag_value_default=None, raise_error=True)[source]#

Get tag value from estimator class and dynamic tag overrides.

Parameters:
tag_namestr

Name of tag to be retrieved

tag_value_defaultany type, optional; default=None

Default/fallback value if tag is not found

raise_errorbool

whether a ValueError is raised when the tag is not found

Returns:
tag_valueAny

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:
ValueError if raise_error is True i.e. if tag_name is not in
self.get_tags().keys()
get_tags()[source]#

Get tags from estimator class and dynamic tag overrides.

Returns:
collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.

is_composite()[source]#

Check if the object is composed of other BaseObjects.

A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.

Returns:
composite: bool

Whether an object has any parameters whose values are BaseObjects.

property is_fitted[source]#

Whether fit has been called.

classmethod load_from_path(serial)[source]#

Load object from file location.

Parameters:
serialresult of ZipFile(path).open(“object)
Returns:
deserialized self resulting in output at path, of cls.save(path)
classmethod load_from_serial(serial)[source]#

Load object from serialized memory container.

Parameters:
serial1st element of output of cls.save(None)
Returns:
deserialized self resulting in output serial, of cls.save(None)
reset()[source]#

Reset the object to a clean post-init state.

Using reset, runs __init__ with current values of hyper-parameters (result of get_params). This Removes any object attributes, except:

  • hyper-parameters = arguments of __init__

  • object attributes containing double-underscores, i.e., the string “__”

Class and object methods, and class attributes are also unaffected.

Returns:
self

Instance of class reset to a clean post-init state but retaining the current hyper-parameter values.

Notes

Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))

save(path=None, serialization_format='pickle')[source]#

Save serialized self to bytes-like object or to (.zip) file.

Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file

saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).

Parameters:
pathNone or file location (str or Path)

if None, self is saved to an in-memory object if file location, self is saved to that file location. If:

path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.

serialization_format: str, default = “pickle”

Module to use for serialization. The available options are “pickle” and “cloudpickle”. Note that non-default formats might require installation of other soft dependencies.

Returns:
if path is None - in-memory serialized self
if path is file location - ZipFile with reference to the file
set_config(**config_dict)[source]#

Set config flags to given values.

Parameters:
config_dictdict

Dictionary of config name : config value pairs. Valid configs, values, and their meaning is listed below:

displaystr, “diagram” (default), or “text”

how jupyter kernels display instances of self

  • “diagram” = html box diagram representation

  • “text” = string printout

print_changed_onlybool, default=True

whether printing of self lists only self-parameters that differ from defaults (False), or all parameter names and values (False). Does not nest, i.e., only affects self and not component estimators.

warningsstr, “on” (default), or “off”

whether to raise warnings, affects warnings from sktime only

  • “on” = will raise warnings from sktime

  • “off” = will not raise warnings from sktime

backend:parallelstr, optional, default=”None”

backend to use for parallelization when broadcasting/vectorizing, one of

  • “None”: executes loop sequentally, simple list comprehension

  • “loky”, “multiprocessing” and “threading”: uses joblib.Parallel

  • “joblib”: custom and 3rd party joblib backends, e.g., spark

  • “dask”: uses dask, requires dask package in environment

backend:parallel:paramsdict, optional, default={} (no parameters passed)

additional parameters passed to the parallelization backend as config. Valid keys depend on the value of backend:parallel:

  • “None”: no additional parameters, backend_params is ignored

  • “loky”, “multiprocessing” and “threading”: default joblib backends any valid keys for joblib.Parallel can be passed here, e.g., n_jobs, with the exception of backend which is directly controlled by backend. If n_jobs is not passed, it will default to -1, other parameters will default to joblib defaults.

  • “joblib”: custom and 3rd party joblib backends, e.g., spark. Any valid keys for joblib.Parallel can be passed here, e.g., n_jobs, backend must be passed as a key of backend_params in this case. If n_jobs is not passed, it will default to -1, other parameters will default to joblib defaults.

  • “dask”: any valid keys for dask.compute can be passed, e.g., scheduler

Returns:
selfreference to self.

Notes

Changes object state, copies configs in config_dict to self._config_dynamic.

set_params(**params)[source]#

Set the parameters of this object.

The method works on simple estimators as well as on composite objects. Parameter key strings <component>__<parameter> can be used for composites, i.e., objects that contain other objects, to access <parameter> in the component <component>. The string <parameter>, without <component>__, can also be used if this makes the reference unambiguous, e.g., there are no two parameters of components with the name <parameter>.

Parameters:
**paramsdict

BaseObject parameters, keys must be <component>__<parameter> strings. __ suffixes can alias full strings, if unique among get_params keys.

Returns:
selfreference to self (after parameters have been set)
set_random_state(random_state=None, deep=True, self_policy='copy')[source]#

Set random_state pseudo-random seed parameters for self.

Finds random_state named parameters via estimator.get_params, and sets them to integers derived from random_state via set_params. These integers are sampled from chain hashing via sample_dependent_seed, and guarantee pseudo-random independence of seeded random generators.

Applies to random_state parameters in estimator depending on self_policy, and remaining component estimators if and only if deep=True.

Note: calls set_params even if self does not have a random_state, or none of the components have a random_state parameter. Therefore, set_random_state will reset any scikit-base estimator, even those without a random_state parameter.

Parameters:
random_stateint, RandomState instance or None, default=None

Pseudo-random number generator to control the generation of the random integers. Pass int for reproducible output across multiple function calls.

deepbool, default=True

Whether to set the random state in sub-estimators. If False, will set only self’s random_state parameter, if exists. If True, will set random_state parameters in sub-estimators as well.

self_policystr, one of {“copy”, “keep”, “new”}, default=”copy”
  • “copy” : estimator.random_state is set to input random_state

  • “keep” : estimator.random_state is kept as is

  • “new” : estimator.random_state is set to a new random state,

derived from input random_state, and in general different from it

Returns:
selfreference to self
set_tags(**tag_dict)[source]#

Set dynamic tags to given values.

Parameters:
**tag_dictdict

Dictionary of tag name: tag value pairs.

Returns:
Self

Reference to self.

Notes

Changes object state by setting tag values in tag_dict as dynamic tags in self.

transform(X, X2=None)[source]#

Compute distance/kernel matrix.

Behaviour: returns pairwise distance/kernel matrix

between samples in X and X2 (equal to X if not passed)

Parameters:
XSeries or Panel, any supported mtype, of n instances
Data to transform, of python type as follows:

Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,

nested pd.DataFrame, or pd.DataFrame in long/wide format

subject to sktime mtype format specifications, for further details see

examples/AA_datatypes_and_datasets.ipynb

X2Series or Panel, any supported mtype, of m instances

optional, default: X = X2

Data to transform, of python type as follows:

Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,

nested pd.DataFrame, or pd.DataFrame in long/wide format

subject to sktime mtype format specifications, for further details see

examples/AA_datatypes_and_datasets.ipynb

X and X2 need not have the same mtype

Returns:
distmat: np.array of shape [n, m]

(i,j)-th entry contains distance/kernel between X[i] and X2[j]

transform_diag(X)[source]#

Compute diagonal of distance/kernel matrix.

Behaviour: returns diagonal of distance/kernel matrix for samples in X

Parameters:
XSeries or Panel, any supported mtype, of n instances
Data to transform, of python type as follows:

Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,

nested pd.DataFrame, or pd.DataFrame in long/wide format

subject to sktime mtype format specifications, for further details see

examples/AA_datatypes_and_datasets.ipynb

Returns:
diag: np.array of shape [n]

i-th entry contains distance/kernel between X[i] and X[i]