Description
Describe the feature or idea you want to propose
Spade is a distance function proposed here
https://ieeexplore.ieee.org/document/4221727
and used in some comparisons, for example here
https://www.cs.ucr.edu/~eamonn/vldb_08_Experimental_comparison_time_series.pdf
https://dl.acm.org/doi/abs/10.14778/1454159.1454226
(there is another more recent comparison I cant find the link for right now, will post it anon)
We have not used Spade in any of our distance experiments, because it did not perform very well in the above study. However, that was 15 years ago and it would be timely to re-evaluate it through an sktime implementation.
Describe your proposed solution
A numba based function modelled along the lines of existing distances. I can probably track down a matlab implementation if someone wants to take this on.
there is a link to a java implementation here
http://users.ece.northwestern.edu/~hdi117/tsim.htm
Describe alternatives you've considered, if relevant
No response
Additional context
No response