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In real-world time series recognition applications, it is possible to have data with varying length patterns. However, when using artificial neural networks (ANN), it is standard practice to use fixed-sized mini-batches. To do this, time…

Machine Learning · Computer Science 2022-12-14 Brian Kenji Iwana

Similarity search on time series is a frequent operation in large-scale data-driven applications. Sophisticated similarity measures are standard for time series matching, as they are usually misaligned. Dynamic Time Warping or DTW is the…

Information Retrieval · Computer Science 2016-10-25 Chen Luo , Anshumali Shrivastava

The goal of dynamic time warping is to transform or warp time in order to approximately align two signals together. We pose the choice of warping function as an optimization problem with several terms in the objective. The first term…

Machine Learning · Computer Science 2019-06-03 Dave Deriso , Stephen Boyd

Audio alignment is a fundamental preprocessing step in many MIR pipelines. For two audio clips with M and N frames, respectively, the most popular approach, dynamic time warping (DTW), has O(MN) requirements in both memory and computation,…

Sound · Computer Science 2020-08-07 Christopher Tralie , Elizabeth Dempsey

Edit Distance is a classic family of dynamic programming problems, among which Time Warp Edit Distance refines the problem with the notion of a metric and temporal elasticity. A novel Improved Time Warp Edit Distance algorithm that is both…

Computational Geometry · Computer Science 2020-08-03 Garrett Wright

Multitask learning (MTL) aims to develop a unified model that can handle a set of closely related tasks simultaneously. By optimizing the model across multiple tasks, MTL generally surpasses its non-MTL counterparts in terms of…

Machine Learning · Computer Science 2023-10-11 Chin-Chia Michael Yeh , Xin Dai , Yan Zheng , Junpeng Wang , Huiyuan Chen , Yujie Fan , Audrey Der , Zhongfang Zhuang , Liang Wang , Wei Zhang

Finding the most similar subsequences between two multidimensional time series has many applications: e.g. capturing dependency in stock market or discovering coordinated movement of baboons. Considering one pattern occurring in one time…

Machine Learning · Computer Science 2025-05-19 Thanadej Rattanakornphan , Piyanon Charoenpoonpanich , Chainarong Amornbunchornvej

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

Measuring similarities between unlabeled time series trajectories is an important problem in domains as diverse as medicine, astronomy, finance, and computer vision. It is often unclear what is the appropriate metric to use because of the…

Machine Learning · Computer Science 2018-10-25 Abubakar Abid , James Zou

Existing methods for retrieving k-nearest neighbours suffer from the curse of dimensionality. We argue this is caused in part by inherent deficiencies of space partitioning, which is the underlying strategy used by most existing methods. We…

Data Structures and Algorithms · Computer Science 2017-04-07 Ke Li , Jitendra Malik

Nearest neighbor search is fundamental to a wide range of applications. Since the exact nearest neighbor search suffers from the "curse of dimensionality", approximate approaches, such as Locality-Sensitive Hashing (LSH), are widely used to…

Databases · Computer Science 2021-04-14 Huan Hu , Jianzhong Li

Dimensionality reduction (DR) algorithms, which reduce the dimensionality of a given data set while preserving the information of the original data set as well as possible, play an important role in machine learning and data mining. Duan…

Quantum Physics · Physics 2020-11-06 Shi-Jie Pan , Lin-Chun Wan , Hai-Ling Liu , Qing-Le Wang , Su-Juan Qin , Qiao-Yan Wen , Fei Gao

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…

Machine Learning · Computer Science 2023-12-12 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

Reconstruction of a dynamical system from a time series requires the selection of two parameters, the embedding dimension $d_e$ and the embedding lag $\tau$. Many competing criteria to select these parameters exist, and all are heuristic.…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michael Small , Chi K. Tse

The ``state-of-the-art'' in Length Limited Huffman Coding algorithms is the $\Theta(ND)$-time, $\Theta(N)$-space one of Hirschberg and Larmore, where $D\le N$ is the length restriction on the code. This is a very clever, very problem…

Data Structures and Algorithms · Computer Science 2008-07-01 Mordecai Golin , Yan Zhang

The growing popularity of online sports and exercise necessitates effective methods for evaluating the quality of online exercise executions. Previous action quality assessment methods, which relied on labeled scores from motion videos,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Renguang Chen , Guolong Zheng , Xu Yang , Zhide Chen , Jiwu Shu , Wencheng Yang , Kexin Zhu , Chen Feng

The concept of sample mean in dynamic time warping (DTW) spaces has been successfully applied to improve pattern recognition systems and generalize centroid-based clustering algorithms. Its existence has neither been proved nor challenged.…

Computer Vision and Pattern Recognition · Computer Science 2018-03-06 Brijnesh J. Jain , David Schultz

Two important similarity measures between sequences are the longest common subsequence (LCS) and the dynamic time warping distance (DTWD). The computations of these measures for two given sequences are central tasks in a variety of…

Computational Complexity · Computer Science 2015-02-02 Amir Abboud , Arturs Backurs , Virginia Vassilevska Williams

Online signatures are one of the most commonly used biometrics. Several verification systems and public databases were presented in this field. This paper presents a combination of k-nearest neighbor and dynamic time warping algorithms as a…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Mohammad Saleem , Bence Kovari