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Related papers: High Dimensional Time Series Generators

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A time series is a sequence of data items; typical examples are streams of temperature measurements, stock ticker data, or gestures recorded with modern virtual reality motion controllers. Quite some research has been devoted to comparing…

Data Structures and Algorithms · Computer Science 2018-11-30 Jörg P. Bachmann , Johann-Christoph Freytag

Time-series data originate from various applications that describe specific observations or quantities of interest over time. Their analysis often involves the comparison across different time-series data sequences, which in turn requires…

Machine Learning · Computer Science 2024-02-15 Kishansingh Rajput , Duong Binh Nguyen , Guoning Chen

Dynamic time warping ($\texttt{DTW}$) is one of the most used distance functions to compare time series, e.$\,$g. in nearest neighbor classifiers. Yet, fast state of the art algorithms only compare 1-dimensional time series efficiently. One…

Data Structures and Algorithms · Computer Science 2018-11-28 Jörg P. Bachmann , Johann-Christoph Freytag

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

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

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

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

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

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

Time series are high-dimensional and complex data objects, making their efficient search and indexing a longstanding challenge in data mining. Building on a recently introduced similarity measure, namely Multiscale Dubuc Distance (MDD),…

Machine Learning · Computer Science 2025-10-28 Azim Ahmadzadeh , Mahsa Khazaei , Elaina Rohlfing

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

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

A time series consists of a series of values or events obtained over repeated measurements in time. Analysis of time series represents and important tool in many application areas, such as stock market analysis, process and quality control,…

Artificial Intelligence · Computer Science 2013-12-30 Vladimir Kurbalija , Miloš Radovanović , Zoltan Geler , Mirjana Ivanović

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

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

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

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

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

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
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