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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

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

Continuous Dynamic Time Warping (CDTW) is a robust similarity measure for polygonal curves that has recently found a variety of applications. Despite its practical use, not much is known about the algorithmic complexity of computing it in…

Computational Geometry · Computer Science 2026-05-08 Kevin Buchin , Maike Buchin , Jan Erik Swiadek , Sampson Wong

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 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

Many applications generate and consume temporal data and retrieval of time series is a key processing step in many application domains. Dynamic time warping (DTW) distance between time series of size N and M is computed relying on a dynamic…

Databases · Computer Science 2012-08-02 K. Selçuk Candan , Rosaria Rossini , Maria Luisa Sapino , Xiaolan Wang

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

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

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

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

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

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

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 ($\texttt{DTW}$) 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) 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

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

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

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

Dynamic time warping (DTW) can be used to compute the similarity between two sequences of generally differing length. We propose a modification to DTW that performs individual and independent pairwise alignment of feature trajectories. The…

Sound · Computer Science 2018-10-31 Lerato Lerato , Thomas Niesler

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