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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

Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…

Machine Learning · Computer Science 2018-09-17 Lingfei Wu , Ian En-Hsu Yen , Jinfeng Yi , Fangli Xu , Qi Lei , Michael Witbrock

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

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

Online signature verification is the process of verifying time series signature data which is generally obtained from the tablet-based device. Unlike offline signature images, the online signature image data consists of points that are…

Computer Vision and Pattern Recognition · Computer Science 2019-04-02 Azhar Ahmad Jaini , Ghazali Sulong , Amjad Rehman

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

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

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 warping (DTW) is an effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time…

Machine Learning · Computer Science 2022-08-04 Xiaomin Song , Qingsong Wen , Yan Li , Liang Sun

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

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 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

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

Computing an accurate mean of a set of time series is a critical task in applications like nearest-neighbor classification and clustering of time series. While there are many distance functions for time series, the most popular distance…

Data Structures and Algorithms · Computer Science 2022-09-29 Jana Holznigenkemper , Christian Komusiewicz , Bernhard Seeger

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

This paper addresses learning end-to-end models for time series data that include a temporal alignment step via dynamic time warping (DTW). Existing approaches to differentiable DTW either differentiate through a fixed warping path or apply…

Machine Learning · Computer Science 2023-03-21 Ming Xu , Sourav Garg , Michael Milford , Stephen Gould

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

Comparing data defined over space and time is notoriously hard, because it involves quantifying both spatial and temporal variability, while at the same time taking into account the chronological structure of data. Dynamic Time Warping…

Machine Learning · Statistics 2019-11-12 Hicham Janati , Marco Cuturi , Alexandre Gramfort

Dynamic Time Warping (DTW) is a popular time series distance measure that aligns the points in two series with one another. These alignments support warping of the time dimension to allow for processes that unfold at differing rates. The…

Machine Learning · Computer Science 2023-03-30 Matthieu Herrmann , Chang Wei Tan , Geoffrey I. Webb

To effectively search for the optimal motion template in dynamic multidimensional space, this paper proposes a novel optimization algorithm, Dynamic Dimension Wrapping (DDW).The algorithm combines Dynamic Time Warping (DTW) and Euclidean…

Machine Learning · Computer Science 2024-11-18 Dongnan Jin , Yali Liu , Qiuzhi Song , Xunju Ma , Yue Liu , Dehao Wu