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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

Dynamic Time Wrapping (DTW) is a widely used algorithm for measuring similarities between two time series. It is especially valuable in a wide variety of applications, such as clustering, anomaly detection, classification, or video…

Machine Learning · Computer Science 2023-01-31 Hugo Lerogeron , Romain Picot-Clemente , Alain Rakotomamonjy , Laurent Heutte

Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suffers from a trade-off…

Computer Vision and Pattern Recognition · Computer Science 2023-09-14 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

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

Non-linear (large) time warping is a challenging source of nuisance in time-series analysis. In this paper, we propose a novel diffeomorphic temporal transformer network for both pairwise and joint time-series alignment. Our ResNet-TW (Deep…

Computer Vision and Pattern Recognition · Computer Science 2021-06-23 Hao Huang , Boulbaba Ben Amor , Xichan Lin , Fan Zhu , Yi Fang

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

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

Measuring distance or similarity between time-series data is a fundamental aspect of many applications including classification, clustering, and ensembling/alignment. Existing measures may fail to capture similarities among local trends…

Machine Learning · Computer Science 2024-12-20 Ajitesh Srivastava

Time Series Classification (TSC) is an important problem with numerous applications in science and technology. Dissimilarity-based approaches, such as Dynamic Time Warping (DTW), are classical methods for distinguishing time series when…

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

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

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

Neural networks have achieved remarkable success in time series classification, but their reliance on large amounts of labeled data for training limits their applicability in cold-start scenarios. Moreover, they lack interpretability,…

Machine Learning · Computer Science 2025-07-15 Jintao Qu , Zichong Wang , Chenhao Wu , Wenbin Zhang

Deep time series metric learning is challenging due to the difficult trade-off between temporal invariance to nonlinear distortion and discriminative power in identifying non-matching sequences. This paper proposes a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2021-06-22 Shinnosuke Matsuo , Xiaomeng Wu , Gantugs Atarsaikhan , Akisato Kimura , Kunio Kashino , Brian Kenji Iwana , Seiichi Uchida

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

In time-series analysis, nonlinear temporal misalignment remains a pivotal challenge that forestalls even simple averaging. Since its introduction, the Diffeomorphic Temporal Alignment Net (DTAN), which we first introduced (Weber et al.,…

Machine Learning · Computer Science 2025-02-11 Ron Shapira Weber , Oren Freifeld

Time series alignment methods call for highly expressive, differentiable and invertible warping functions which preserve temporal topology, i.e diffeomorphisms. Diffeomorphic warping functions can be generated from the integration of…

Machine Learning · Computer Science 2022-06-17 Iñigo Martinez , Elisabeth Viles , Igor G. Olaizola

The ubiquity of sequences in many domains enhances significant recent interest in sequence learning, for which a basic problem is how to measure the distance between sequences. Dynamic time warping (DTW) aligns two sequences by nonlinear…

Machine Learning · Computer Science 2017-03-06 Zhichen Gong , Huanhuan Chen

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

The elasticity of the DTW metric provides a more flexible comparison between time series and is used in numerous machine learning domains such as classification or clustering. However, it does not align the measurements at the beginning and…

Data Structures and Algorithms · Computer Science 2024-02-13 Lucas Foulon , Ilyes Korichi , Xavier Millot
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