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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,…

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…

数据结构与算法 · 计算机科学 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…

计算几何 · 计算机科学 2022-03-17 Karl Bringmann , Sándor Kisfaludi-Bak , Marvin Künnemann , Dániel Marx , André Nusser

We give the first subquadratic-time approximation schemes for dynamic time warping (DTW) and edit distance (ED) of several natural families of point sequences in $\mathbb{R}^d$, for any fixed $d \ge 1$. In particular, our algorithms compute…

计算几何 · 计算机科学 2016-01-11 Pankaj K. Agarwal , Kyle Fox , Jiangwei Pan , Rex Ying

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…

数据结构与算法 · 计算机科学 2022-07-05 Zoe Xi , William Kuszmaul

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…

数据结构与算法 · 计算机科学 2020-04-21 Vincent Froese , Brijnesh Jain , Maciej Rymar , Mathias Weller

In a way similar to the string-to-string correction problem we address time series similarity in the light of a time-series-to-time-series-correction problem for which the similarity between two time series is measured as the minimum cost…

信息检索 · 计算机科学 2008-12-28 Pierre-François Marteau

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…

数据结构与算法 · 计算机科学 2020-07-30 Akihiro Nishi , Yuto Nakashima , Shunsuke Inenaga , Hideo Bannai , Masayuki Takeda

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…

机器学习 · 计算机科学 2021-02-24 Samuel Cohen , Giulia Luise , Alexander Terenin , Brandon Amos , Marc Peter Deisenroth

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…

机器学习 · 计算机科学 2023-01-31 Hugo Lerogeron , Romain Picot-Clemente , Alain Rakotomamonjy , Laurent Heutte

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…

数据结构与算法 · 计算机科学 2021-10-06 William Kuszmaul

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…

计算几何 · 计算机科学 2022-05-03 Maike Buchin , Anne Driemel , Koen van Greevenbroek , Ioannis Psarros , Dennis Rohde

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,…

人工智能 · 计算机科学 2013-12-30 Vladimir Kurbalija , Miloš Radovanović , Zoltan Geler , Mirjana Ivanović

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…

计算几何 · 计算机科学 2023-04-18 Kevin Buchin , André Nusser , Sampson Wong

Edit distance is a measurement of similarity between two sequences such as strings, point sequences, or polygonal curves. Many matching problems from a variety of areas, such as signal analysis, bioinformatics, etc., need to be solved in a…

计算几何 · 计算机科学 2020-09-10 Kyle Fox , Xinyi Li

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…

机器学习 · 计算机科学 2020-10-13 Vivek Mahato , Pádraig Cunningham

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…

计算机视觉与模式识别 · 计算机科学 2016-06-07 Jiaping Zhao , Laurent Itti

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…

机器学习 · 计算机科学 2017-03-06 Zhichen Gong , Huanhuan Chen

Continuous Dynamic Time Warping (CDTW) measures the similarity of polygonal curves robustly to outliers and to sampling rates, but the design and analysis of CDTW algorithms face multiple challenges. We show that CDTW cannot be computed…

计算几何 · 计算机科学 2026-04-10 Kevin Buchin , Maike Buchin , Jan Erik Swiadek , Sampson Wong

The Dynamic Time Warping (DTW) is a popular similarity measure between time series. The DTW fails to satisfy the triangle inequality and its computation requires quadratic time. Hence, to find closest neighbors quickly, we use bounding…

数据库 · 计算机科学 2008-10-07 Daniel Lemire
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