Related papers: Evaluating DTW Measures via a Synthesis Framework …
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)…
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…
It is well understood that Dynamic Time Warping (DTW) is effective in revealing similarities between time series that do not align perfectly. In this paper, we illustrate this on spectroscopy time-series data. We show that DTW is effective…
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…
Dynamic Time Warping (DTW) is an algorithm to align temporal sequences with possible local non-linear distortions, and has been widely applied to audio, video and graphics data alignments. DTW is essentially a point-to-point matching method…
We propose a novel time series averaging method based on Dynamic Time Warping (DTW). In contrast to previous methods, our algorithm preserves durational information and the distinctive durational features of the sequences due to a simple…
DTW calculates the similarity or alignment between two signals, subject to temporal warping. However, its computational complexity grows exponentially with the number of time-series. Although there have been algorithms developed that are…
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…
Aligning structured data is a fundamental problem in computer vision and machine learning, underlying tasks such as time series analysis, human action recognition, and visual representation learning. Existing alignment methods, including…
Dynamic time warping (DTW) is a useful method for aligning, comparing and combining time series, but it requires them to live in comparable spaces. In this work, we consider a setting in which time series live on different spaces without a…
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…
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,…
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…
Fast and scalable alignment of time series is a fundamental challenge in many domains. The standard solution, Dynamic Time Warping (DTW), struggles with poor scalability and sensitivity to noise. We introduce TimePoint, a self-supervised…
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…
Modern applications such as voice recognition rely on the ability to compare signals to pre-recorded ones to classify them. However, this comparison typically needs to ignore differences due to signal noise, temporal offset, signal…
A time series consists of a series of values or events obtained over repeated measurements in time. Analysis of time series represents and important tool in many application areas, such as stock market analysis, process and quality control,…
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…
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…
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…