Example: how DTW works 3 peaks and 2 peaks.

A simple example of DTW algorithm for two trajectories, one has three peaks, while the second one two peaks. In my opinion two trajectories are distinct enough to consider them non-similar: clearly, trajectory #1 has two minor activity peaks by sides of major activity peak while trajectory #2 has two similar peaks of activity during the time trajectory #1 is idle. The task of this exercise is to explore the DTW toolkit which prevents this trajectories from aligning. In particular, I'd like to try the Sakoe-Chuba Band and Itakura Parallelogram as shown at Figure 4 of Salvador, Stan and Philip Chan. FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space, Intelligent Data Analysis, 2007

The original data plotted

Time series

Naive DTW DP in action

Before and After DTW