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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

The Dynamic Time Warping (DTW) is a popular similarity measure between time series. The DTW fails to satisfy the triangle inequality and its computation requires quadratic time. Hence, to find closest neighbors quickly, we use bounding…

Databases · Computer Science 2012-01-16 Daniel Lemire

We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted…

Machine Learning · Computer Science 2019-03-13 Babak Hosseini , Barbara Hammer

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

The Dynamic Time Warping (DTW) is a popular similarity measure between time series. The DTW fails to satisfy the triangle inequality and its computation requires quadratic time. Hence, to find closest neighbors quickly, we use bounding…

Databases · Computer Science 2008-10-07 Daniel Lemire

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 Wrapping (DTW) is a widely used algorithm for measuring similarities between two time series. It is especially valuable in a wide variety of applications, such as clustering, anomaly detection, classification, or video…

Machine Learning · Computer Science 2023-01-31 Hugo Lerogeron , Romain Picot-Clemente , Alain Rakotomamonjy , Laurent Heutte

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

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

Nearest neighbor is a popular nonparametric method for classification and regression with many appealing properties. In the big data era, the sheer volume and spatial/temporal disparity of big data may prohibit centrally processing and…

Statistics Theory · Mathematics 2018-12-13 Jiexin Duan , Xingye Qiao , Guang Cheng

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

Quantization methods have been introduced to perform large scale approximate nearest search tasks. Residual Vector Quantization (RVQ) is one of the effective quantization methods. RVQ uses a multi-stage codebook learning scheme to lower the…

Computer Vision and Pattern Recognition · Computer Science 2015-09-18 Shicong Liu , Hongtao Lu , Junru Shao

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

1-Nearest Neighbor with the Dynamic Time Warping (DTW) distance is one of the most effective classifiers on time series domain. Since the global constraint has been introduced in speech community, many global constraint models have been…

Artificial Intelligence · Computer Science 2009-03-03 Vit Niennattrakul , Chotirat Ann Ratanamahatana

Vector quantization(VQ) is a lossy data compression technique from signal processing for which simple competitive learning is one standard method to quantize patterns from the input space. Extending competitive learning VQ to the domain of…

Computer Vision and Pattern Recognition · Computer Science 2010-01-07 Brijnesh J. Jain , Klaus Obermayer

The dynamic time warping (dtw) distance fails to satisfy the triangle inequality and the identity of indiscernibles. As a consequence, the dtw-distance is not warping-invariant, which in turn results in peculiarities in data mining…

Machine Learning · Computer Science 2018-09-05 Brijnesh J. Jain

Machine learning algorithms deployed on edge devices must meet certain resource constraints and efficiency requirements. Random Vector Functional Link (RVFL) networks are favored for such applications due to their simple design and training…

Machine Learning · Computer Science 2022-09-02 Cameron Diao , Denis Kleyko , Jan M. Rabaey , Bruno A. Olshausen

DTW calculates the similarity or alignment between two signals, subject to temporal warping. However, its computational complexity grows exponentially with the number of time-series. Although there have been algorithms developed that are…

Machine Learning · Computer Science 2019-03-25 Soheil Khorram , Melvin G McInnis , Emily Mower Provost

Dynamic Time Warping (DTW) is an algorithm to align temporal sequences with possible local non-linear distortions, and has been widely applied to audio, video and graphics data alignments. DTW is essentially a point-to-point matching method…

Computer Vision and Pattern Recognition · Computer Science 2016-06-07 Jiaping Zhao , Laurent Itti

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
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