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We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted…

Machine Learning · Computer Science 2019-03-13 Babak Hosseini , Barbara Hammer

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

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

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Machine Learning · Computer Science 2023-09-26 Iñigo Martinez

Dynamic Time Warping (DTW) is used for matching pairs of sequences and celebrated in applications such as forecasting the evolution of time series, clustering time series or even matching sequence pairs in few-shot action recognition. The…

Computer Vision and Pattern Recognition · Computer Science 2022-11-02 Lei Wang , Piotr Koniusz

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

We present algorithms for the computation of $\varepsilon$-coresets for $k$-median clustering of point sequences in $\mathbb{R}^d$ under the $p$-dynamic time warping (DTW) distance. Coresets under DTW have not been investigated before, and…

Computational Geometry · Computer Science 2024-03-08 Jacobus Conradi , Benedikt Kolbe , Ioannis Psarros , Dennis Rohde

In this work, we consider the problem of sequence-to-sequence alignment for signals containing outliers. Assuming the absence of outliers, the standard Dynamic Time Warping (DTW) algorithm efficiently computes the optimal alignment between…

Computer Vision and Pattern Recognition · Computer Science 2021-08-30 Nikita Dvornik , Isma Hadji , Konstantinos G. Derpanis , Animesh Garg , Allan D. Jepson

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

Time Series Classification (TSC) is an important problem with numerous applications in science and technology. Dissimilarity-based approaches, such as Dynamic Time Warping (DTW), are classical methods for distinguishing time series when…

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

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

With the increase of available time series data, predicting their class labels has been one of the most important challenges in a wide range of disciplines. Recent studies on time series classification show that convolutional neural…

Machine Learning · Computer Science 2021-04-07 Dongha Lee , Seonghyeon Lee , Hwanjo Yu

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

Clustering temporal and dynamically changing multivariate time series from real-world fields, called temporal clustering for short, has been a major challenge due to inherent complexities. Although several deep temporal clustering…

Machine Learning · Computer Science 2026-01-13 Zhi Wang , Yanni Li , Pingping Zheng , Yiyuan Jiao

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

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

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

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

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