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We study variants of the mean problem under the $p$-Dynamic Time Warping ($p$-DTW) distance, a popular and robust distance measure for sequential data. In our setting we are given a set of finite point sequences over an arbitrary metric…

Computational Geometry · Computer Science 2022-05-03 Maike Buchin , Anne Driemel , Koen van Greevenbroek , Ioannis Psarros , Dennis Rohde

Dynamic Time Warping (DTW) is a popular similarity measure for aligning and comparing time series. Due to DTW's high computation time, lower bounds are often employed to screen poor matches. Many alternative lower bounds have been proposed,…

Machine Learning · Computer Science 2021-03-03 Geoffrey I. Webb , Francois Petitjean

Dynamic time warping (DTW) plays an important role in analytics on time series. Despite the large body of research on speeding up univariate DTW, the method for multivariate DTW has not been improved much in the last two decades. The most…

Machine Learning · Computer Science 2021-01-21 Daniel Shen , Min Chi

Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…

Machine Learning · Computer Science 2018-09-17 Lingfei Wu , Ian En-Hsu Yen , Jinfeng Yi , Fangli Xu , Qi Lei , Michael Witbrock

In recent years, neural networks achieved much success in various applications. The main challenge in training deep neural networks is the lack of sufficient data to improve the model's generalization and avoid overfitting. One of the…

Machine Learning · Computer Science 2021-08-24 Mohammad Akyash , Hoda Mohammadzade , Hamid Behroozi

Dynamic time warping (DTW) is an effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time…

Machine Learning · Computer Science 2022-08-04 Xiaomin Song , Qingsong Wen , Yan Li , Liang Sun

We propose in this paper a new family of kernels to handle times series, notably speech data, within the framework of kernel methods which includes popular algorithms such as the Support Vector Machine. These kernels elaborate on the well…

Computer Vision and Pattern Recognition · Computer Science 2009-11-27 Marco Cuturi , Jean-Philippe Vert , Oystein Birkenes , Tomoko Matsui

We propose to learn multiple local Mahalanobis distance metrics to perform k-nearest neighbor (kNN) classification of temporal sequences. Temporal sequences are first aligned by dynamic time warping (DTW); given the alignment path,…

Machine Learning · Computer Science 2016-06-14 Jiaping Zhao , Zerong Xi , Laurent Itti

Dynamic Time Warping (DTW) is a widely used similarity measure for comparing strings that encode time series data, with applications to areas including bioinformatics, signature verification, and speech recognition. The standard…

Data Structures and Algorithms · Computer Science 2022-07-05 Zoe Xi , William Kuszmaul

Despite the rapid progress on research in adversarial robustness of deep neural networks (DNNs), there is little principled work for the time-series domain. Since time-series data arises in diverse applications including mobile health,…

Machine Learning · Computer Science 2023-05-10 Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $\pi, \sigma$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the…

Computational Geometry · Computer Science 2022-03-17 Karl Bringmann , Sándor Kisfaludi-Bak , Marvin Künnemann , Dániel Marx , André Nusser

This paper addresses learning end-to-end models for time series data that include a temporal alignment step via dynamic time warping (DTW). Existing approaches to differentiable DTW either differentiate through a fixed warping path or apply…

Machine Learning · Computer Science 2023-03-21 Ming Xu , Sourav Garg , Michael Milford , Stephen Gould

Dynamic Time Warping is arguably the most popular similarity measure for time series, where we define a time series to be a one-dimensional polygonal curve. The drawback of Dynamic Time Warping is that it is sensitive to the sampling rate…

Computational Geometry · Computer Science 2023-04-18 Kevin Buchin , André Nusser , Sampson Wong

Dynamic Time Warping (DTW) and Geometric Edit Distance (GED) are basic similarity measures between curves or general temporal sequences (e.g., time series) that are represented as sequences of points in some metric space $(X,…

Data Structures and Algorithms · Computer Science 2020-01-29 Omer Gold , Micha Sharir

We give the first subquadratic-time approximation schemes for dynamic time warping (DTW) and edit distance (ED) of several natural families of point sequences in $\mathbb{R}^d$, for any fixed $d \ge 1$. In particular, our algorithms compute…

Computational Geometry · Computer Science 2016-01-11 Pankaj K. Agarwal , Kyle Fox , Jiangwei Pan , Rex Ying

Dynamic Time Warping (DTW) is a well-known similarity measure for time series. The standard dynamic programming approach to compute the DTW distance of two length-$n$ time series, however, requires~$O(n^2)$ time, which is often too slow for…

Data Structures and Algorithms · Computer Science 2020-04-21 Vincent Froese , Brijnesh Jain , Maciej Rymar , Mathias Weller

Temporal data are naturally everywhere, especially in the digital era that sees the advent of big data and internet of things. One major challenge that arises during temporal data analysis and mining is the comparison of time series or…

Machine Learning · Computer Science 2017-11-15 Saeid Soheily-Khah , Pierre-François Marteau

In this paper, for the purpose of data centre energy consumption monitoring and analysis, we propose to detect the running programs in a server by classifying the observed power consumption series. Time series classification problem has…

Neural and Evolutionary Computing · Computer Science 2017-06-08 Yuanlong Li , Han Hu , Yonggang Wen , Jun Zhang

Time Series Classification (TSC) is an important problem with numerous applications in science and technology. Dissimilarity-based approaches, such as Dynamic Time Warping (DTW), are classical methods for distinguishing time series when…

We study statistical inference on the similarity/distance between two time-series under uncertain environment by considering a statistical hypothesis test on the distance obtained from Dynamic Time Warping (DTW) algorithm. The sampling…

Machine Learning · Statistics 2023-10-24 Vo Nguyen Le Duy , Ichiro Takeuchi