Find the time warping correspondence between two sequences:

Plot the correspondence between indices:

Find the time warped versions:

The warped versions are approximately equal:

Visualize the time warping correspondence by drawing lines between corresponding points:

Apply it to some data:

Compare the first quarter of 2017 of the HPQ stock prices with historical data from 2010 to 2016:

Get historic data:

Find the best matching subsequence of historical data:

Detect the historical interval most similar to quarter one of 2017:

Visually compare recent data and the best historical match:

Predict the stock prices for the next 30 days based on historical data:

The two sequences need not have the same length:

The warping path of two equal sequences goes along a diagonal line:

Smaller values of the search window radius emphasize speed of computation:

There may be a tradeoff with quality of the computation:

When computing the full correspondence, WarpingCorrespondence is symmetric:

The function is not symmetric when matching subsequences:

Adding to or subtracting from values of one sequence may result in a different correspondence:

Adding to or subtracting from both sequences will not affect the result when distance function is induced by a norm (translation invariant):

This is true for Euclidean, Manhattan, and some more:

Using distance functions that are not translation invariant may produce different correspondence:

Relation with WarpingDistance:

Find the time warped sequences using the correspondence:

WarpingDistance gives the sum of all the distances between corresponding elements: