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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 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

Dynamic Time Warping (DTW) is a well-known similarity measure for time series. The standard dynamic programming approach to compute the DTW distance of two length-$n$ time series, however, requires~$O(n^2)$ time, which is often too slow for…

Data Structures and Algorithms · Computer Science 2020-04-21 Vincent Froese , Brijnesh Jain , Maciej Rymar , Mathias Weller

The Dynamic Time Warping (DTW) distance is a popular similarity measure for polygonal curves (i.e., sequences of points). It finds many theoretical and practical applications, especially for temporal data, and is known to be a robust,…

Computational Geometry · Computer Science 2023-11-14 Karl Bringmann , Nick Fischer , Ivor van der Hoog , Evangelos Kipouridis , Tomasz Kociumaka , Eva Rotenberg

In this work, we consider the problem of pattern matching under the dynamic time warping (DTW) distance motivated by potential applications in the analysis of biological data produced by the third generation sequencing. To measure the DTW…

Data Structures and Algorithms · Computer Science 2022-09-01 Garance Gourdel , Anne Driemel , Pierre Peterlongo , Tatiana Starikovskaya

Dynamic time warping distance (DTW) is a widely used distance measure between time series $x, y \in \Sigma^n$. It was shown by Abboud, Backurs, and Williams that in the \emph{binary case}, where $|\Sigma| = 2$, DTW can be computed in time…

Data Structures and Algorithms · Computer Science 2021-10-06 William Kuszmaul

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

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

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

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

Dynamic Time Warping (DTW) and Geometric Edit Distance (GED) are basic similarity measures between curves or general temporal sequences (e.g., time series) that are represented as sequences of points in some metric space $(X,…

Data Structures and Algorithms · Computer Science 2020-01-29 Omer Gold , Micha Sharir

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 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 (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 computation of the distance of two time series is time-consuming for any elastic distance function that accounts for misalignments. Among those functions, DTW is the most prominent. However, a recent extensive evaluation has shown that…

Data Structures and Algorithms · Computer Science 2023-04-21 Jana Holznigenkemper , Christian Komusiewicz , Bernhard Seeger

The similarity between a pair of time series, i.e., sequences of indexed values in time order, is often estimated by the dynamic time warping (DTW) distance, instead of any in the well-studied family of measures including the longest common…

Data Structures and Algorithms · Computer Science 2022-04-19 Yoshifumi Sakai , Shunsuke Inenaga

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

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

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

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
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