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Many applications generate and consume temporal data and retrieval of time series is a key processing step in many application domains. Dynamic time warping (DTW) distance between time series of size N and M is computed relying on a dynamic…

Databases · Computer Science 2012-08-02 K. Selçuk Candan , Rosaria Rossini , Maria Luisa Sapino , Xiaolan Wang

Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suffers from a trade-off…

Computer Vision and Pattern Recognition · Computer Science 2023-09-14 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

The ubiquity of sequences in many domains enhances significant recent interest in sequence learning, for which a basic problem is how to measure the distance between sequences. Dynamic time warping (DTW) aligns two sequences by nonlinear…

Machine Learning · Computer Science 2017-03-06 Zhichen Gong , Huanhuan Chen

Time Series Clustering is an important subroutine in many higher-level data mining analyses, including data editing for classifiers, summarization, and outlier detection. It is well known that for similarity search the superiority of…

Machine Learning · Computer Science 2016-12-05 Nurjahan Begum , Liudmila Ulanova , Hoang Anh Dau , Jun Wang , Eamonn Keogh

Time series classification is an important data mining task that has received a lot of interest in the past two decades. Due to the label scarcity in practice, semi-supervised time series classification with only a few labeled samples has…

Machine Learning · Computer Science 2023-09-08 Wenjie Xi , Arnav Jain , Li Zhang , Jessica Lin

In this work, we consider the problem of sequence-to-sequence alignment for signals containing outliers. Assuming the absence of outliers, the standard Dynamic Time Warping (DTW) algorithm efficiently computes the optimal alignment between…

Computer Vision and Pattern Recognition · Computer Science 2021-08-30 Nikita Dvornik , Isma Hadji , Konstantinos G. Derpanis , Animesh Garg , Allan D. Jepson

Time series clustering is the act of grouping time series data without recourse to a label. Algorithms that cluster time series can be classified into two groups: those that employ a time series specific distance measure; and those that…

Machine Learning · Computer Science 2024-10-18 Chris Holder , Matthew Middlehurst , Anthony Bagnall

Despite the success of deep neural networks (DNNs) for real-world applications over time-series data such as mobile health, little is known about how to train robust DNNs for time-series domain due to its unique characteristics compared to…

Machine Learning · Computer Science 2022-07-14 Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

Many time series data mining problems can be solved with repeated use of distance measure. Examples of such tasks include similarity search, clustering, classification, anomaly detection and segmentation. For over two decades it has been…

Machine Learning · Computer Science 2022-09-07 Renjie Wu , Eamonn J. Keogh

Data mining research into time series classification (TSC) has focussed on alternative distance measures for nearest neighbour classifiers. It is standard practice to use 1-NN with Euclidean or dynamic time warping (DTW) distance as a straw…

Machine Learning · Computer Science 2014-06-19 Anthony Bagnall , Jason Lines

Dynamic time warping (DTW) can be used to compute the similarity between two sequences of generally differing length. We propose a modification to DTW that performs individual and independent pairwise alignment of feature trajectories. The…

Sound · Computer Science 2018-10-31 Lerato Lerato , Thomas Niesler

In instruction conditioned navigation, agents interpret natural language and their surroundings to navigate through an environment. Datasets for studying this task typically contain pairs of these instructions and reference trajectories.…

Robotics · Computer Science 2019-12-02 Gabriel Ilharco , Vihan Jain , Alexander Ku , Eugene Ie , Jason Baldridge

This paper contributes multivariate versions of seven commonly used elastic similarity and distance measures for time series data analytics. Elastic similarity and distance measures are a class of similarity measures that can compensate for…

Machine Learning · Computer Science 2023-01-18 Ahmed Shifaz , Charlotte Pelletier , Francois Petitjean , Geoffrey I. Webb

The dynamic time warping (dtw) distance is an established tool for mining time series data. The DTW-Mean problem consists of computing a series which minimizes the so-called Fr\'echet function, that is, the sum of squared dtw-distances to a…

Optimization and Control · Mathematics 2019-12-06 Vincent Froese , Christoph Hansknecht

The Dynamic Time Warping ("DTW") distance is widely used in time series analysis, be it for classification, clustering or similarity search. However, its quadratic time complexity prevents it from scaling. Strategies, based on early…

Machine Learning · Computer Science 2020-10-13 Matthieu Herrmann , Geoffrey I. Webb

The Dynamic Time Warping (DTW) distance is a popular similarity measure for polygonal curves (i.e., sequences of points). It finds many theoretical and practical applications, especially for temporal data, and is known to be a robust,…

Computational Geometry · Computer Science 2023-11-14 Karl Bringmann , Nick Fischer , Ivor van der Hoog , Evangelos Kipouridis , Tomasz Kociumaka , Eva Rotenberg

Dynamic time warping distance (DTW) is a widely used distance measure between time series $x, y \in \Sigma^n$. It was shown by Abboud, Backurs, and Williams that in the \emph{binary case}, where $|\Sigma| = 2$, DTW can be computed in time…

Data Structures and Algorithms · Computer Science 2021-10-06 William Kuszmaul

This article proposes and studies warped-linear models for time series classification. The proposed models are time-warp invariant analogues of linear models. Their construction is in line with time series averaging and extensions of…

Machine Learning · Computer Science 2017-11-28 Brijnesh J. Jain

We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to…

Machine Learning · Statistics 2018-02-21 Marco Cuturi , Mathieu Blondel

We present a new space-efficient approach, (SparseDTW), to compute the Dynamic Time Warping (DTW) distance between two time series that always yields the optimal result. This is in contrast to other known approaches which typically…

Databases · Computer Science 2012-01-17 Ghazi Al-Naymat , Sanjay Chawla , Javid Taheri