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Many time series data mining problems can be solved with repeated use of distance measure. Examples of such tasks include similarity search, clustering, classification, anomaly detection and segmentation. For over two decades it has been…

Machine Learning · Computer Science 2022-09-07 Renjie Wu , Eamonn J. Keogh

Dynamic Time Warping is arguably the most popular similarity measure for time series, where we define a time series to be a one-dimensional polygonal curve. The drawback of Dynamic Time Warping is that it is sensitive to the sampling rate…

Computational Geometry · Computer Science 2023-04-18 Kevin Buchin , André Nusser , Sampson Wong

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

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

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 a robust similarity measure of time series. However, it does not satisfy triangular inequality and has high computational complexity, severely limiting its applications in similarity search on large-scale…

Information Retrieval · Computer Science 2020-02-12 Zhengxin Li

In this proof of concept, we use Computer Vision (CV) methods to extract pose information out of exercise videos. We then employ a modified version of Dynamic Time Warping (DTW) to calculate the deviation from a gold standard execution of…

Computer Vision and Pattern Recognition · Computer Science 2023-10-16 Sebastian Dill , Maurice Rohr

In instruction conditioned navigation, agents interpret natural language and their surroundings to navigate through an environment. Datasets for studying this task typically contain pairs of these instructions and reference trajectories.…

Robotics · Computer Science 2019-12-02 Gabriel Ilharco , Vihan Jain , Alexander Ku , Eugene Ie , Jason Baldridge

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

This paper contributes multivariate versions of seven commonly used elastic similarity and distance measures for time series data analytics. Elastic similarity and distance measures are a class of similarity measures that can compensate for…

Machine Learning · Computer Science 2023-01-18 Ahmed Shifaz , Charlotte Pelletier , Francois Petitjean , Geoffrey I. Webb

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

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

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), 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

Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW)…

Machine Learning · Computer Science 2016-10-18 Maria-Irina Nicolae , Éric Gaussier , Amaury Habrard , Marc Sebban

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

Pointwise matches between two time series are of great importance in time series analysis, and dynamic time warping (DTW) is known to provide generally reasonable matches. There are situations where time series alignment should be invariant…

Computer Vision and Pattern Recognition · Computer Science 2015-05-26 Tsu-Wei Chen , Meena Abdelmaseeh , Daniel Stashuk

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

The dynamic time warping (dtw) distance fails to satisfy the triangle inequality and the identity of indiscernibles. As a consequence, the dtw-distance is not warping-invariant, which in turn results in peculiarities in data mining…

Machine Learning · Computer Science 2018-09-05 Brijnesh J. Jain

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