dynamic time warp matlab economic data

I would like to apply the dynamic time warp in economic data of capb i calculated and imf capb. How to code the dynamic time warp in matlab using the two time seriese data.

Answer 1

[Walter Roberson]

Signal processing toolbox, dtw

[Eugene Msizi Buthelezi]

Good Day

I am trying to apply the DTW, i have tWo economic varaibles name, [tvp_elstcy_CAPB and capb_imf1], years1, it a time series fron 1979 to 2020 it not balanced, can am not able to apply DTW code below what is that am doing wrong i have atteched files as well.

% DTW & CDTW example

% Sinusoidal signals temporal alignment

clear all

clc

close all

load matlab.mat

%fs=125;

%f1=1; A1=1;

%f2=5; A2=0.8;

%years1=0:1/fs:1/(2*f1);

%years1=0:1/fs:2/(2*f2);

%n1=(A1/10)*rand(size(years1));

%n2=(A2/8)*rand(size(years1));

%tvp_elstcy_CAPB=A1*sin(2*pi*f1*years1)+n1; % 1st sinusoid with noise addition

%capb_imf1=A2*sin(2*pi*f2*years1)+n2; % 2nd sinusoid with noise addition

figure; hold on;

plot(years1,tvp_elstcy_CAPB,'b');

plot(years1,capb_imf1,'r');

grid;

xlabel('time (s)');

ylabel('amplitude (mV)');

title('Original disaligned waves');

pflag=1;

%%

[dtw_Dist,D,dtw_k,w,tvp_elstcy_CAPBw,capb_imf1w]=dtw(tvp_elstcy_CAPB,capb_imf1,pflag);

dtw_Dist, dtw_k

[cdtw_Dist,D,cdtw_k,w,tvp_elstcy_CAPBw,capb_imf1w]=cdtw(tvp_elstcy_CAPB,capb_imf1,pflag);

cdtw_Dist, cdtw_k