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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

The paper presents a novel method of finding a fragment in a long temporal sequence similar to the set of shorter sequences. We are the first to propose an algorithm for such a search that does not rely on computing the average sequence…

Data Structures and Algorithms · Computer Science 2024-09-04 Łukasz Borchmann , Dawid Jurkiewicz , Filip Graliński , Tomasz Górecki

It is well understood that Dynamic Time Warping (DTW) is effective in revealing similarities between time series that do not align perfectly. In this paper, we illustrate this on spectroscopy time-series data. We show that DTW is effective…

Machine Learning · Computer Science 2020-10-13 Vivek Mahato , Pádraig Cunningham

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

Modern applications such as voice recognition rely on the ability to compare signals to pre-recorded ones to classify them. However, this comparison typically needs to ignore differences due to signal noise, temporal offset, signal…

Machine Learning · Computer Science 2022-06-16 Arvind Seshan

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

Computing a sample mean of time series under dynamic time warping (DTW) is NP-hard. Consequently, there is an ongoing research effort to devise efficient heuristics. The majority of heuristics have been developed for the constrained sample…

Data Structures and Algorithms · Computer Science 2020-02-26 Brijnesh Jain , Vincent Froese , David Schultz

Dynamic time warping constitutes a major tool for analyzing time series. In particular, computing a mean series of a given sample of series in dynamic time warping spaces (by minimizing the Fr\'echet function) is a challenging computational…

Data Structures and Algorithms · Computer Science 2018-06-01 Markus Brill , Till Fluschnik , Vincent Froese , Brijnesh Jain , Rolf Niedermeier , David Schultz

Dynamic time warping distance (DTW) is a widely used distance measure between time series. The best known algorithms for computing DTW run in near quadratic time, and conditional lower bounds prohibit the existence of significantly faster…

Data Structures and Algorithms · Computer Science 2019-05-27 William Kuszmaul

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

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

Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW)…

Machine Learning · Computer Science 2016-10-18 Maria-Irina Nicolae , Éric Gaussier , Amaury Habrard , Marc Sebban

We propose a novel time series averaging method based on Dynamic Time Warping (DTW). In contrast to previous methods, our algorithm preserves durational information and the distinctive durational features of the sequences due to a simple…

Computer Vision and Pattern Recognition · Computer Science 2021-09-03 George Sioros , Kristian Nymoen

Many real-world applications require aligning two temporal sequences, including bioinformatics, handwriting recognition, activity recognition, and human-robot coordination. Dynamic Time Warping (DTW) is a popular alignment method, but can…

Machine Learning · Computer Science 2021-09-21 Sridhar Mahadevan , Anup Rao , Georgios Theocharous , Jennifer Healey

Dynamic time warping (DTW) is a useful method for aligning, comparing and combining time series, but it requires them to live in comparable spaces. In this work, we consider a setting in which time series live on different spaces without a…

Machine Learning · Computer Science 2021-02-24 Samuel Cohen , Giulia Luise , Alexander Terenin , Brandon Amos , Marc Peter Deisenroth

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

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

Dictionary learning is an effective tool for pattern recognition and classification of time series data. Among various dictionary learning techniques, the dynamic time warping (DTW) is commonly used for dealing with temporal delays,…

Machine Learning · Statistics 2023-07-03 Ruiyu Xu , Chao Wang , Yongxiang Li , Jianguo Wu

Continuous Dynamic Time Warping (CDTW) measures the similarity of polygonal curves robustly to outliers and to sampling rates, but the design and analysis of CDTW algorithms face multiple challenges. We show that CDTW cannot be computed…

Computational Geometry · Computer Science 2026-04-10 Kevin Buchin , Maike Buchin , Jan Erik Swiadek , Sampson Wong

We offer to apply the powerful Dynamic Time Warping (DTW) algorithm to find the spreading rate variation by comparing profiles of marine magnetic anomalies with the synthetic field constructed by the magnetic polarity reference scale. For…

Geophysics · Physics 2017-12-12 S. A. Ivanov , S. A. Merkuriev
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