uniform_time_warping.py

# Calculate uniform time warping (UTW) of two small time series.
# The arguably better alternative is dynamic time warping (DTW).
import numpy as np


X = np.array([3, 5, 9, 2, 3, 6, 3])
Y = np.array([3, 4, 6, 10, 1, 3, 2, 7, 4])
X_len = X.shape[0]
Y_len = Y.shape[0]
X = np.repeat(X, Y_len)
Y = np.repeat(Y, X_len)
utw = ((X - Y) ** 2).sum() / (X_len * Y_len)
print(utw)  # ~3.60