Correlation based dynamic time warping of multivariate time series in matlab

The following Matlab project contains the source code and Matlab examples used for correlation based dynamic time warping of multivariate time series. A novel algorithm called correlation based dynamic time warping (CBDTW) wich combines DTW and PCA based similarity measures.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
dtwpca.m 1095
license.txt 1312
pcaresid.m 1431
pcaseg.m 3774
run_me.m 1037
spca.m 145
svc_2004_demo.mat 3770

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