Multidimensional/multivariate dynamic time warping (DTW) library/code in Python
问题 I am working on a time series data. The data available is multi-variate. So for every instance of time there are three data points available. Format: | X | Y | Z | So one time series data in above format would be generated real time. I am trying to find a good match of this real time generated time series within another time series base data, which is already stored (which is much larger in size and was collected at a different frequency). If I apply standard DTW to each of the series (X,Y,Z)