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[ENH] DTW AROW implementation #2621
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I have compared the results against the implementation here https://github.com/aras-y/DTW_with_missing_values |
Reference Issues/PRs
Fixes #751
What does this implement/fix? Explain your changes.
This PR aims to add DTW AROW algorithm, which is a modification of the DTW distance metric, that locally finds the best alignment between two time series that may have some missing values.
Does your contribution introduce a new dependency? If yes, which one?
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PR checklist
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For new estimators and functions
__maintainer__
at the top of relevant files and want to be contacted regarding its maintenance. Unmaintained files may be removed. This is for the full file, and you should not add yourself if you are just making minor changes or do not want to help maintain its contents.For developers with write access