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Similarity matching and join of time series data streams has gained a lot of relevance in today's world that has large streaming data. This process finds wide scale application in the areas of location tracking, sensor networks, object…

Databases · Computer Science 2013-12-11 R H Vishwanath , T V Samartha , K C Srikantaiah , K R Venugopal , L M Patnaik

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

Similarity search is an important problem in information retrieval. This similarity is based on a distance. Symbolic representation of time series has attracted many researchers recently, since it reduces the dimensionality of these high…

Information Retrieval · Computer Science 2010-06-18 Muhammad Marwan Muhammad Fuad , Pierre-François Marteau

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

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

Data-dependent metrics are powerful tools for learning the underlying structure of high-dimensional data. This article develops and analyzes a data-dependent metric known as diffusion state distance (DSD), which compares points using a…

Machine Learning · Statistics 2020-03-10 Lenore Cowen , Kapil Devkota , Xiaozhe Hu , James M. Murphy , Kaiyi Wu

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

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 previous decade has brought a remarkable increase of the interest in applications that deal with querying and mining of time series data. Many of the research efforts in this context have focused on introducing new representation…

Artificial Intelligence · Computer Science 2015-03-17 Xiaoyue Wang , Hui Ding , Goce Trajcevski , Peter Scheuermann , 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

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

Dynamic Time Warping (DTW) is a popular similarity measure for aligning and comparing time series. Due to DTW's high computation time, lower bounds are often employed to screen poor matches. Many alternative lower bounds have been proposed,…

Machine Learning · Computer Science 2021-03-03 Geoffrey I. Webb , Francois Petitjean

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 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…

Computer Vision and Pattern Recognition · Computer Science 2021-09-03 George Sioros , Kristian Nymoen

Dynamic Time Warping (DTW) is a popular time series distance measure that aligns the points in two series with one another. These alignments support warping of the time dimension to allow for processes that unfold at differing rates. The…

Machine Learning · Computer Science 2023-03-30 Matthieu Herrmann , Chang Wei Tan , Geoffrey I. Webb

Multidimensional fitting (MDF) method is a multivariate data analysis method recently developed and based on the fitting of distances. Two matrices are available: one contains the coordinates of the points and the second contains the…

Time series data play an important role in many applications and their analysis reveals crucial information for understanding the underlying processes. Among the many time series learning tasks of great importance, we here focus on…

Machine Learning · Computer Science 2021-06-28 Dominik Alfke , Miriam Gondos , Lucile Peroche , Martin Stoll

To classify time series by nearest neighbors, we need to specify or learn one or several distance measures. We consider variations of the Mahalanobis distance measures which rely on the inverse covariance matrix of the data. Unfortunately…

Machine Learning · Computer Science 2015-03-17 Zoltán Prekopcsák , Daniel Lemire

Among many existing distance measures for time series data, Dynamic Time Warping (DTW) distance has been recognized as one of the most accurate and suitable distance measures due to its flexibility in sequence alignment. However, DTW…

Databases · Computer Science 2009-06-16 Vit Niennattrakul , Pongsakorn Ruengronghirunya , Chotirat Ann Ratanamahatana

Distance-based time series anomaly detection methods are prevalent due to their relative non-parametric nature and interpretability. However, the commonly used Euclidean distance is sensitive to noise. While existing works have explored…

Machine Learning · Computer Science 2024-03-05 Hanyang Yuan , Qinglin Cai , Keting Yin