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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

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Machine Learning · Computer Science 2023-09-26 Iñigo Martinez

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

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

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

To effectively search for the optimal motion template in dynamic multidimensional space, this paper proposes a novel optimization algorithm, Dynamic Dimension Wrapping (DDW).The algorithm combines Dynamic Time Warping (DTW) and Euclidean…

Machine Learning · Computer Science 2024-11-18 Dongnan Jin , Yali Liu , Qiuzhi Song , Xunju Ma , Yue Liu , Dehao Wu

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

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

Chatter detection from sensor signals has been an active field of research. While some success has been reported using several featurization tools and machine learning algorithms, existing methods have several drawbacks such as manual…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Melih C. Yesilli , Firas A. Khasawneh , Andreas Otto

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

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

Over the last decade, time series motif discovery has emerged as a useful primitive for many downstream analytical tasks, including clustering, classification, rule discovery, segmentation, and summarization. In parallel, there has been an…

Machine Learning · Computer Science 2020-09-18 Sara Alaee , Kaveh Kamgar , Eamonn Keogh

Computing the discrepancy between time series of variable sizes is notoriously challenging. While dynamic time warping (DTW) is popularly used for this purpose, it is not differentiable everywhere and is known to lead to bad local optima…

Machine Learning · Computer Science 2021-03-01 Mathieu Blondel , Arthur Mensch , Jean-Philippe Vert

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

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

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

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), and its constrained (CDTW) and weighted (WDTW) variants, are time series distances with a wide range of applications. They minimize the cost of non-linear alignments between series. CDTW and WDTW have been…

Machine Learning · Computer Science 2021-11-29 Matthieu Herrmann , Geoffrey I. Webb

Dynamic Time Warping (DTW) is used for matching pairs of sequences and celebrated in applications such as forecasting the evolution of time series, clustering time series or even matching sequence pairs in few-shot action recognition. The…

Computer Vision and Pattern Recognition · Computer Science 2022-11-02 Lei Wang , Piotr Koniusz