Dtw algo (#9)

* feat: implement Dynamic Time Warping (DTW) functionality

- Added DTW distance computation and optimal warping path functions in Rust.
- Introduced corresponding Python bindings for DTW, DTW_DISTANCE, and BATCH_DTW.
- Enhanced WASM support with a new dtw_distance function.
- Included comprehensive unit tests for DTW functionality, validating against the dtaidistance library and ensuring mathematical properties.

* chore: update ferro-ta version to 1.1.4

- Bumped version number of ferro-ta to 1.1.4 in uv.lock and Cargo.lock files.
- Ensured consistency across package dependencies for the updated version.
This commit is contained in:
Pratik Bhadane
2026-04-07 23:38:36 +05:30
committed by GitHub
parent 388dc05c89
commit fd1bb137d6
19 changed files with 703 additions and 46 deletions
+12
View File
@@ -1653,6 +1653,18 @@ pub fn correl(real0: &Float64Array, real1: &Float64Array, timeperiod: usize) ->
from_vec(ferro_ta_core::statistic::correl(&to_vec(real0), &to_vec(real1), timeperiod))
}
/// Dynamic Time Warping distance between two series.
///
/// Returns the accumulated Euclidean cost along the optimal warping path.
/// Pass `window` as `0` for unconstrained (no Sakoe-Chiba band).
#[wasm_bindgen]
pub fn dtw_distance(series1: &Float64Array, series2: &Float64Array, window: usize) -> f64 {
let s1 = to_vec(series1);
let s2 = to_vec(series2);
let w = if window == 0 { None } else { Some(window) };
ferro_ta_core::statistic::dtw_distance(&s1, &s2, w)
}
// ===========================================================================
// Streaming / Stateful API
// ===========================================================================