Time series distances/kernels#

The sktime.dists_kernels module contains pairwise transformers, such as distances and kernel functions on time series data. It also contains some distances/kernel functions for tabular data.

Distances and kernel functions are treated the same, as they have the same formal signature - that of a “pairwise transformer”.

Below, we list separately pairwise transformers for time series, and pairwise transformers for tabular data.

Module exports for dist_kernels module.

Time series distances/kernels#

Composition#

PwTrafoPanelPipeline(pw_trafo, transformers)

Pipeline of transformers and a pairwise panel transformer.

CombinedDistance(pw_trafos[, operation])

Distances combined via arithmetic operation, e.g., addition, multiplication.

AggrDist(transformer[, aggfunc, aggfunc_is_symm])

Panel distance from tabular distance aggregation.

FlatDist(transformer)

Panel distance from applying tabular distance to flattened time series.

DistFromAligner([aligner])

Distance transformer from aligner.

Dynamic Time Warping Distances#

DtwDist(weighted, derivative, window, …)

Interface to sktime native dtw distances, with derivative or weighting.

Edit Distances#

EditDist(distance, window, …)

Interface to sktime native edit distances.

Tabular distances/kernels#

ScipyDist([metric, p, colalign, …])

Interface to scipy distances.