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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 2012-01-16 Daniel Lemire

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 study the problem of computing the Fr\'echet distance between two polygonal curves under transformations. First, we consider translations in the Euclidean plane. Given two curves $\pi$ and $\sigma$ of total complexity $n$ and a threshold…

Computational Geometry · Computer Science 2025-01-23 Kevin Buchin , Maike Buchin , Zijin Huang , André Nusser , Sampson Wong

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 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

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

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

It is well understood that Dynamic Time Warping (DTW) is effective in revealing similarities between time series that do not align perfectly. In this paper, we illustrate this on spectroscopy time-series data. We show that DTW is effective…

Machine Learning · Computer Science 2020-10-13 Vivek Mahato , Pádraig Cunningham

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

The Dynamic Time Warping ("DTW") distance is widely used in time series analysis, be it for classification, clustering or similarity search. However, its quadratic time complexity prevents it from scaling. Strategies, based on early…

Machine Learning · Computer Science 2020-10-13 Matthieu Herrmann , Geoffrey I. Webb

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

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

Consider the natural question of how to measure the similarity of curves in the plane by a quantity that is invariant under translations of the curves. Such a measure is justified whenever we aim to quantify the similarity of the curves'…

Computational Geometry · Computer Science 2020-08-18 Karl Bringmann , Marvin Künnemann , André Nusser

The Fr\'echet distance is a computational mainstay for comparing polygonal curves. The Fr\'echet distance under translation, which is a translation invariant version, considers the similarity of two curves independent of their location in…

Computational Geometry · Computer Science 2025-01-23 Lotte Blank , Jacobus Conradi , Anne Driemel , Benedikt Kolbe , André Nusser , Marena Richter

Dynamic time warping ($\texttt{DTW}$) is one of the most used distance functions to compare time series, e.$\,$g. in nearest neighbor classifiers. Yet, fast state of the art algorithms only compare 1-dimensional time series efficiently. One…

Data Structures and Algorithms · Computer Science 2018-11-28 Jörg P. Bachmann , Johann-Christoph Freytag

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) 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

Temporal data are naturally everywhere, especially in the digital era that sees the advent of big data and internet of things. One major challenge that arises during temporal data analysis and mining is the comparison of time series or…

Machine Learning · Computer Science 2017-11-15 Saeid Soheily-Khah , Pierre-François Marteau

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 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