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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

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

The Dynamic Time Warping ("DTW") distance is widely used in time series analysis, be it for classification, clustering or similarity search. However, its quadratic time complexity prevents it from scaling. Strategies, based on early…

Machine Learning · Computer Science 2020-10-13 Matthieu Herrmann , Geoffrey I. Webb

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

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

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

We resolve the randomized one-way communication complexity of Dynamic Time Warping (DTW) distance. We show that there is an efficient one-way communication protocol using $\widetilde{O}(n/\alpha)$ bits for the problem of computing an…

Data Structures and Algorithms · Computer Science 2019-03-11 Vladimir Braverman , Moses Charikar , William Kuszmaul , David P. Woodruff , Lin F. Yang

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

The classification of time series data is a well-studied problem with numerous practical applications, such as medical diagnosis and speech recognition. A popular and effective approach is to classify new time series in the same way as…

Machine Learning · Computer Science 2019-01-29 Ricards Marcinkevics , Steven Kelk , Carlo Galuzzi , Berthold Stegemann

The literature postulates that the dynamic time warping (dtw) distance can cope with temporal variations but stores and processes time series in a form as if the dtw-distance cannot cope with such variations. To address this inconsistency,…

Machine Learning · Computer Science 2019-03-11 Brijnesh Jain

Comparing data defined over space and time is notoriously hard, because it involves quantifying both spatial and temporal variability, while at the same time taking into account the chronological structure of data. Dynamic Time Warping…

Machine Learning · Statistics 2019-11-12 Hicham Janati , Marco Cuturi , Alexandre Gramfort

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

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

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 (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

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

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 effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time…

Machine Learning · Computer Science 2022-08-04 Xiaomin Song , Qingsong Wen , Yan Li , Liang Sun

Dynamic Time Warping (DTW) is a popular time series distance measure that aligns the points in two series with one another. These alignments support warping of the time dimension to allow for processes that unfold at differing rates. The…

Machine Learning · Computer Science 2023-03-30 Matthieu Herrmann , Chang Wei Tan , Geoffrey I. Webb

Here we present an automated method for obtaining wavelength calibrations for one-dimensional spectra, using Dynamic Time Warping (DTW). DTW is a flexible and well-understood algorithm for pattern matching, which has not been widely used in…