# Create a time series
n <- 23
t <- seq(0, pi, length.out = n)
d <- seq(as.Date('2020-09-01'), length.out = n, by = "15 day")
x <- data.frame(time = d, v1 = sin(t)*2 + runif(n))
# shift time by 30 days
y <- data.frame(time = d + 30, v1 = sin(t)*2 + runif(n))
plot(x, type = "l", xlim = range(c(d, d + 5)))
lines(y, col = "red")
# Call twdtw using "output = 'internals'
twdtw_obj <- twdtw(x, y,
cycle_length = 'year',
time_scale = 'day',
time_weight = c(steepness = 0.1, midpoint = 50), output = 'internals')
plot_cost_matrix(twdtw_obj)
Run the code above in your browser using DataLab