We have two time series, and
. Let
be the distance between points
and
. Now we try to find
such path
in the
matrix that minimizes the quotient
![]() |
(1) |
![]() |
(2) |
We restrict the algorithm by a local constraint so that the path may go from point to
point
,
or
, i.e. we set continuity and monotonicity requiremnts.
The set of allowable paths may be restricted with parameters discussed in section 3.1.3. When parameter
restricts the paths to set
and simultaneously parameter
to set
, the total set of allowable paths
is the intersection of these two sets, i.e.
![]() |
(3) |