Closed
Description
Describe the feature or idea you want to propose
Currently Itakura parallelogram doesn't support unequal length time series. It would be nice make it so it does.
Describe your proposed solution
Current a error is being thrown as when you call the function with unequal length it returns a bounding of all false.
@njit(cache=True)
def _itakura_parallelogram(x_size: int, y_size: int, max_slope_percent: float):
"""Itakura parallelogram bounding matrix.
This code was adapted from tslearn. This link to the original code line 974:
https://github.com/tslearn-team/tslearn/blob/main/tslearn/metrics/dtw_variants.py
"""
if x_size != y_size:
raise ValueError(
"""Itakura parallelogram does not support unequal length time series.
Please consider using a full bounding matrix or a sakoe chiba bounding matrix
instead."""
)
Describe alternatives you've considered, if relevant
No response
Additional context
No response