Provides the fast DTW (dynamic time-warping) approximation by Stan Salvador and Philip Chan. The implementation included here is the one that is discussed in:
Toward accurate dynamic time wrapping in linear time and space.. S. Salvador and P. Chan. Intelligent Data Analysis, 11(5):561-580, 2007.and earlier in:
FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space. S. Salvador & P. Chan. KDD Workshop on Mining Temporal and Sequential Data, pp. 70-80, 2004.
The package from the paper can be downloaded from http://cs.fit.edu/~pkc/FastDTW/.
The implementation in Java-ML is reverse engineerd from this package and we obtained permission from the authors to distribute the source as GNU GPL 2 or later.
The algorithm is provided as is.