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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

Quantifying similarities between time series in a meaningful way remains a challenge in time series analysis, despite many advances in the field. Most real-world solutions still rely on a few popular measures, such as Euclidean Distance…

Machine Learning · Computer Science 2024-11-18 Mahsa Khazaei , Azim Ahmadzadeh , Krishna Rukmini Puthucode

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

Time series classification is an important data mining task that has received a lot of interest in the past two decades. Due to the label scarcity in practice, semi-supervised time series classification with only a few labeled samples has…

Machine Learning · Computer Science 2023-09-08 Wenjie Xi , Arnav Jain , Li Zhang , Jessica Lin

Over the last decade, time series motif discovery has emerged as a useful primitive for many downstream analytical tasks, including clustering, classification, rule discovery, segmentation, and summarization. In parallel, there has been an…

Machine Learning · Computer Science 2020-09-18 Sara Alaee , Kaveh Kamgar , Eamonn Keogh

We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted…

Machine Learning · Computer Science 2019-03-13 Babak Hosseini , Barbara Hammer

The classification of time series data is a well-studied problem with numerous practical applications, such as medical diagnosis and speech recognition. A popular and effective approach is to classify new time series in the same way as…

Machine Learning · Computer Science 2019-01-29 Ricards Marcinkevics , Steven Kelk , Carlo Galuzzi , Berthold Stegemann

Motif discovery is a fundamental step in data mining tasks for time-series data such as clustering, classification and anomaly detection. Even though many papers have addressed the problem of how to find motifs in time-series by proposing…

Machine Learning · Computer Science 2020-04-20 Maria Inês Silva , Roberto Henriques

Dynamic Time Warping (DTW) is used for matching pairs of sequences and celebrated in applications such as forecasting the evolution of time series, clustering time series or even matching sequence pairs in few-shot action recognition. The…

Computer Vision and Pattern Recognition · Computer Science 2022-11-02 Lei Wang , Piotr Koniusz

In the realm of time series analysis, accurately measuring similarity is crucial for applications such as forecasting, anomaly detection, and clustering. However, existing metrics often fail to capture the complex, multidimensional nature…

Machine Learning · Computer Science 2024-05-13 Yuhan Liu , Ke Tu

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

This paper investigates the application of Time Series K-means (TS-K-means) within the context of causal inference and mechanism clustering of financial time series data. Traditional clustering approaches like K-means often rely on static…

Statistical Finance · Quantitative Finance 2025-06-12 Minheng Xiao

This paper introduces $k$-Dynamic Time Warping ($k$-DTW), a novel dissimilarity measure for polygonal curves. $k$-DTW has stronger metric properties than Dynamic Time Warping (DTW) and is more robust to outliers than the Fr\'{e}chet…

Data Structures and Algorithms · Computer Science 2025-05-30 Amer Krivošija , Alexander Munteanu , André Nusser , Chris Schwiegelshohn

This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…

Machine Learning · Computer Science 2024-10-10 Xu Yan , Yaoting Jiang , Wenyi Liu , Didi Yi , Jianjun Wei

This paper presents an efficient approach for subsequence search in data streams. The problem consists in identifying coherent repetitions of a given reference time-series, eventually multi-variate, within a longer data stream. Dynamic Time…

Machine Learning · Computer Science 2019-07-17 Antonio Candelieri , Stanislav Fedorov , Enza Messina

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

Time series data can be found in almost every domain, ranging from the medical field to manufacturing and wireless communication. Generating realistic and useful exemplars and prototypes is a fundamental data analysis task. In this paper,…

Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of…

Machine Learning · Statistics 2017-08-23 Thanchanok Teeraratkul , Daniel O'Neill , Sanjay Lall

In this paper, we propose a new time-aware dissimilarity measure that takes into account the temporal dimension. Observations that are close in the description space, but distant in time are considered as dissimilar. We also propose a…

Machine Learning · Computer Science 2016-01-13 Marian-Andrei Rizoiu , Julien Velcin , Stéphane Lallich

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