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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

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

In recent years, neural networks achieved much success in various applications. The main challenge in training deep neural networks is the lack of sufficient data to improve the model's generalization and avoid overfitting. One of the…

Machine Learning · Computer Science 2021-08-24 Mohammad Akyash , Hoda Mohammadzade , Hamid Behroozi

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

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 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

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

We propose in this paper a new family of kernels to handle times series, notably speech data, within the framework of kernel methods which includes popular algorithms such as the Support Vector Machine. These kernels elaborate on the well…

Computer Vision and Pattern Recognition · Computer Science 2009-11-27 Marco Cuturi , Jean-Philippe Vert , Oystein Birkenes , Tomoko Matsui

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

Despite the success of deep neural networks (DNNs) for real-world applications over time-series data such as mobile health, little is known about how to train robust DNNs for time-series domain due to its unique characteristics compared to…

Machine Learning · Computer Science 2022-07-14 Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

Within many real-world networks the links between pairs of nodes change over time. Thus, there has been a recent boom in studying temporal graphs. Recognizing patterns in temporal graphs requires a proximity measure to compare different…

Machine Learning · Computer Science 2020-07-07 Vincent Froese , Brijnesh Jain , Rolf Niedermeier , Malte Renken

The dynamic time warping (dtw) distance is an established tool for mining time series data. The DTW-Mean problem consists of computing a series which minimizes the so-called Fr\'echet function, that is, the sum of squared dtw-distances to a…

Optimization and Control · Mathematics 2019-12-06 Vincent Froese , Christoph Hansknecht

Many real-world applications require aligning two temporal sequences, including bioinformatics, handwriting recognition, activity recognition, and human-robot coordination. Dynamic Time Warping (DTW) is a popular alignment method, but can…

Machine Learning · Computer Science 2021-09-21 Sridhar Mahadevan , Anup Rao , Georgios Theocharous , Jennifer Healey

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

Chatter detection from sensor signals has been an active field of research. While some success has been reported using several featurization tools and machine learning algorithms, existing methods have several drawbacks such as manual…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Melih C. Yesilli , Firas A. Khasawneh , Andreas Otto

Dynamic Time Warping (DTW) is a widely used similarity measure for comparing strings that encode time series data, with applications to areas including bioinformatics, signature verification, and speech recognition. The standard…

Data Structures and Algorithms · Computer Science 2022-07-05 Zoe Xi , William Kuszmaul

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

Dynamic time warping (DTW) plays an important role in analytics on time series. Despite the large body of research on speeding up univariate DTW, the method for multivariate DTW has not been improved much in the last two decades. The most…

Machine Learning · Computer Science 2021-01-21 Daniel Shen , Min Chi

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