Time Warp Edit Distance

Time Warp Edit Distance, or TWED, is a measure proposed by P.-F. Marteau in 2009 for comparing the similarity of two time series. Unlike related measures such as Dynamic Time Warping or the Longest Common Subsequence, TWED is a true metric, and it controls how much the time axis of one series can be stretched relative to the other through a notion of elasticity, weighing both the difference in values and the difference in timing between the two sequences. The basic algorithm runs in time proportional to the square of the length of the series, though its memory use can be reduced to be linear in that length, which makes it practical for comparing longer sequences. This description is adapted from Wikipedia contributors under CC BY-SA 4.0; changes were made. https://creativecommons.org/licenses/by-sa/4.0/