Dtw

[jerome falken]

Does anyone know if an implementation of Dynamic Time Warping ( https://en.wikipedia.org/wiki/Dynamic_time_warping ) is available for Stata? I have some timeseries to compare; thank you.

[William Lisowski]

Is it possible that the twed command within the SADI package at SSC will do what you want?

rnethelp "http://fmwww.bc.edu/RePEc/bocode/s/sadi.sthlp"
rnethelp "http://fmwww.bc.edu/RePEc/bocode/t/twed.sthlp"

[jerome falken]

Thank you

[Younes Jahangiri]

Hello,

I have two simple time series data (monthly values for two different variables over 2 years period) that I want to compare using dynamic time warping (DTW) method. I am trying to calculate cost matrix and produce cost graph. Is there a way to use the SADI package for this purpose? I have not been able to use it since it is written for repeated ordinal states and has not been useful in comparing two simple time series lines. Any guide would be appreciated.

Thanks,
Younes