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Dynamic Time Warping (DTW) has become the pragmatic choice for measuring distance between time series. However, it suffers from unavoidable quadratic time complexity when the optimal alignment matrix needs to be computed exactly. This…

Machine Learning · Computer Science 2023-06-02 Fabian Latorre , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

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 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

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

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

Several fields in science, from genomics to neuroimaging, require monitoring populations (measures) that evolve with time. These complex datasets, describing dynamics with both time and spatial components, pose new challenges for data…

Machine Learning · Statistics 2022-04-12 Hicham Janati , Marco Cuturi , Alexandre Gramfort

Elastic distances like dynamic time warping (DTW) are central to time series machine learning because they compare sequences under local temporal misalignment. Soft-DTW is an adaptation of DTW that can be used as a gradient-based loss by…

Machine Learning · Computer Science 2026-05-04 Christopher Holder , Anthony Bagnall

The goal of temporal alignment is to establish time correspondence between two sequences, which has many applications in a variety of areas such as speech processing, bioinformatics, computer vision, and computer graphics. In this paper, we…

Machine Learning · Statistics 2012-06-20 Makoto Yamada , Leonid Sigal , Michalis Raptis , Masashi Sugiyama

Dynamic Time Warping (DTW) is an algorithm to align temporal sequences with possible local non-linear distortions, and has been widely applied to audio, video and graphics data alignments. DTW is essentially a point-to-point matching method…

Computer Vision and Pattern Recognition · Computer Science 2016-06-07 Jiaping Zhao , Laurent Itti

The dynamic time warping (DTW) is a widely-used method that allows us to efficiently compare two time series that can vary in speed. Given two strings $A$ and $B$ of respective lengths $m$ and $n$, there is a fundamental dynamic programming…

Data Structures and Algorithms · Computer Science 2020-07-30 Akihiro Nishi , Yuto Nakashima , Shunsuke Inenaga , Hideo Bannai , Masayuki Takeda

This paper addresses learning end-to-end models for time series data that include a temporal alignment step via dynamic time warping (DTW). Existing approaches to differentiable DTW either differentiate through a fixed warping path or apply…

Machine Learning · Computer Science 2023-03-21 Ming Xu , Sourav Garg , Michael Milford , Stephen Gould

In this paper, we propose a method of improving temporal Convolutional Neural Networks (CNN) by determining the optimal alignment of weights and inputs using dynamic programming. Conventional CNN convolutions linearly match the shared…

Computer Vision and Pattern Recognition · Computer Science 2019-02-08 Brian Kenji Iwana , Seiichi Uchida

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

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

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

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

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

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

Soft dynamic time warping (SDTW) is a differentiable loss function that allows for training neural networks from weakly aligned data. Typically, SDTW is used to iteratively compute and refine soft alignments that compensate for temporal…

Audio and Speech Processing · Electrical Eng. & Systems 2023-08-11 Johannes Zeitler , Simon Deniffel , Michael Krause , Meinard Müller

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
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