A function for calculating a distance based on dtw for time series data with different length. This function can be used in dist(...) in R.

dtwDistWithDifferentLength.R

#' See: https://stats.stackexchange.com/a/58786/103349
dtw.dist.naomit <- function(query, ref, ...) {
  queryTrimmed <- na.omit(query)
  refTrimmed <- na.omit(ref)
  
  dif <- length(queryTrimmed) - length(refTrimmed)

  if (dif > 0) {
    # refTrimmed is too short and has to be extended in order to avoid
    # (out of warping window) errors during dtw
    refTrimmed <- c(refTrimmed, rep(0, abs(dif)))
  } else if (dif < 0) {
    # queryTrimmed is too short
    queryTrimmed <- c(queryTrimmed, rep(0, abs(dif)))
  }
  
  return(dtw(queryTrimmed, refTrimmed, ...)$distance)
}

if(pr_DB$entry_exists("dtwDistNA")) {
  pr_DB$delete_entry("dtwDistNA")
}
pr_DB$set_entry(FUN = dtw.dist.naomit, names = c("dtwDistNA"))