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The computation of the distance of two time series is time-consuming for any elastic distance function that accounts for misalignments. Among those functions, DTW is the most prominent. However, a recent extensive evaluation has shown that…

Data Structures and Algorithms · Computer Science 2023-04-21 Jana Holznigenkemper , Christian Komusiewicz , Bernhard Seeger

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

Dynamic Time Warping (DTW) is a well-known similarity measure for time series. The standard dynamic programming approach to compute the DTW distance of two length-$n$ time series, however, requires~$O(n^2)$ time, which is often too slow for…

Data Structures and Algorithms · Computer Science 2020-04-21 Vincent Froese , Brijnesh Jain , Maciej Rymar , Mathias Weller

Dynamic Time Warping (DTW) has become the pragmatic choice for measuring distance between time series. However, it suffers from unavoidable quadratic time complexity when the optimal alignment matrix needs to be computed exactly. This…

Machine Learning · Computer Science 2023-06-02 Fabian Latorre , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

We study variants of the mean problem under the $p$-Dynamic Time Warping ($p$-DTW) distance, a popular and robust distance measure for sequential data. In our setting we are given a set of finite point sequences over an arbitrary metric…

Computational Geometry · Computer Science 2022-05-03 Maike Buchin , Anne Driemel , Koen van Greevenbroek , Ioannis Psarros , Dennis Rohde

Many time series data mining problems can be solved with repeated use of distance measure. Examples of such tasks include similarity search, clustering, classification, anomaly detection and segmentation. For over two decades it has been…

Machine Learning · Computer Science 2022-09-07 Renjie Wu , Eamonn J. Keogh

Elastic distances like dynamic time warping (DTW) are central to time series machine learning because they compare sequences under local temporal misalignment. Soft-DTW is an adaptation of DTW that can be used as a gradient-based loss by…

Machine Learning · Computer Science 2026-05-04 Christopher Holder , Anthony Bagnall

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

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

Time series clustering is the act of grouping time series data without recourse to a label. Algorithms that cluster time series can be classified into two groups: those that employ a time series specific distance measure; and those that…

Machine Learning · Computer Science 2024-10-18 Chris Holder , Matthew Middlehurst , Anthony Bagnall

Dynamic time warping constitutes a major tool for analyzing time series. In particular, computing a mean series of a given sample of series in dynamic time warping spaces (by minimizing the Fr\'echet function) is a challenging computational…

Data Structures and Algorithms · Computer Science 2018-06-01 Markus Brill , Till Fluschnik , Vincent Froese , Brijnesh Jain , Rolf Niedermeier , David Schultz

Dynamic time warping distance (DTW) is a widely used distance measure between time series. The best known algorithms for computing DTW run in near quadratic time, and conditional lower bounds prohibit the existence of significantly faster…

Data Structures and Algorithms · Computer Science 2019-05-27 William Kuszmaul

The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $\pi, \sigma$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the…

Computational Geometry · Computer Science 2022-03-17 Karl Bringmann , Sándor Kisfaludi-Bak , Marvin Künnemann , Dániel Marx , André Nusser

Audio alignment is a fundamental preprocessing step in many MIR pipelines. For two audio clips with M and N frames, respectively, the most popular approach, dynamic time warping (DTW), has O(MN) requirements in both memory and computation,…

Sound · Computer Science 2020-08-07 Christopher Tralie , Elizabeth Dempsey

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

Dynamic Time Warping is arguably the most popular similarity measure for time series, where we define a time series to be a one-dimensional polygonal curve. The drawback of Dynamic Time Warping is that it is sensitive to the sampling rate…

Computational Geometry · Computer Science 2023-04-18 Kevin Buchin , André Nusser , Sampson Wong

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 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

The Dynamic Time Warping (DTW) distance is a popular similarity measure for polygonal curves (i.e., sequences of points). It finds many theoretical and practical applications, especially for temporal data, and is known to be a robust,…

Computational Geometry · Computer Science 2023-11-14 Karl Bringmann , Nick Fischer , Ivor van der Hoog , Evangelos Kipouridis , Tomasz Kociumaka , Eva Rotenberg

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
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