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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 concept of sample mean in dynamic time warping (DTW) spaces has been successfully applied to improve pattern recognition systems and generalize centroid-based clustering algorithms. Its existence has neither been proved nor challenged.…

Computer Vision and Pattern Recognition · Computer Science 2018-03-06 Brijnesh J. Jain , David Schultz

Many consensus string problems are based on Hamming distance. We replace Hamming distance by the more flexible (e.g., easily coping with different input string lengths) dynamic time warping distance, best known from applications in time…

Discrete Mathematics · Computer Science 2020-02-05 Nathan Schaar , Vincent Froese , Rolf Niedermeier

The Dynamic Time Warping (DTW) is a popular similarity measure between time series. The DTW fails to satisfy the triangle inequality and its computation requires quadratic time. Hence, to find closest neighbors quickly, we use bounding…

Databases · Computer Science 2008-10-07 Daniel Lemire

We study the complexity of clustering curves under $k$-median and $k$-center objectives in the metric space of the Fr\'echet distance and related distance measures. Building upon recent hardness results for the minimum-enclosing-ball…

Computational Geometry · Computer Science 2020-02-18 Kevin Buchin , Anne Driemel , Martijn Struijs

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

Due to the massively increasing amount of available geospatial data and the need to present it in an understandable way, clustering this data is more important than ever. As clusters might contain a large number of objects, having a…

Machine Learning · Computer Science 2020-12-02 Milutin Brankovic , Kevin Buchin , Koen Klaren , André Nusser , Aleksandr Popov , Sampson Wong

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

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

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

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) 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

We propose to learn multiple local Mahalanobis distance metrics to perform k-nearest neighbor (kNN) classification of temporal sequences. Temporal sequences are first aligned by dynamic time warping (DTW); given the alignment path,…

Machine Learning · Computer Science 2016-06-14 Jiaping Zhao , Zerong Xi , Laurent Itti

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

The DTW Barycenter Averaging (DBA) algorithm is a widely used algorithm for estimating the mean of a given set of point sequences. In this context, the mean is defined as a point sequence that minimises the sum of dynamic time warping…

Computational Geometry · Computer Science 2024-01-12 Frederik Brüning , Anne Driemel , Alperen Ergür , Heiko Röglin

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

Dictionary learning is an effective tool for pattern recognition and classification of time series data. Among various dictionary learning techniques, the dynamic time warping (DTW) is commonly used for dealing with temporal delays,…

Machine Learning · Statistics 2023-07-03 Ruiyu Xu , Chao Wang , Yongxiang Li , Jianguo Wu

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 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

There has been renewed recent interest in developing effective lower bounds for Dynamic Time Warping (DTW) distance between time series. These have many applications in time series indexing, clustering, forecasting, regression and…

Machine Learning · Computer Science 2019-02-15 Chang Wei Tan , Francois Petitjean , Geoffrey I. Webb