tslearn.metrics.subsequence_cost_matrix

tslearn.metrics.subsequence_cost_matrix(subseq, longseq)[source]

Compute the accumulated cost matrix score between a subsequence and a reference time series.

Parameters:
subseq : array, shape = (sz1, d)

Subsequence time series.

longseq : array, shape = (sz2, d)

Reference time series

Returns:
mat : array, shape = (sz1, sz2)

Accumulated cost matrix.

Examples using tslearn.metrics.subsequence_cost_matrix