中文
相关论文

相关论文: OTW: Optimal Transport Warping for Time Series

200 篇论文

Dynamic Time Warping (DTW), and its constrained (CDTW) and weighted (WDTW) variants, are time series distances with a wide range of applications. They minimize the cost of non-linear alignments between series. CDTW and WDTW have been…

机器学习 · 计算机科学 2021-11-29 Matthieu Herrmann , Geoffrey I. Webb

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…

计算机视觉与模式识别 · 计算机科学 2015-05-26 Tsu-Wei Chen , Meena Abdelmaseeh , Daniel Stashuk

Many applications generate and consume temporal data and retrieval of time series is a key processing step in many application domains. Dynamic time warping (DTW) distance between time series of size N and M is computed relying on a dynamic…

数据库 · 计算机科学 2012-08-02 K. Selçuk Candan , Rosaria Rossini , Maria Luisa Sapino , Xiaolan Wang

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…

机器学习 · 计算机科学 2021-08-24 Mohammad Akyash , Hoda Mohammadzade , Hamid Behroozi

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

机器学习 · 计算机科学 2023-09-26 Iñigo Martinez

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…

计算机视觉与模式识别 · 计算机科学 2022-11-02 Lei Wang , Piotr Koniusz

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

There has been renewed recent interest in developing effective lower bounds for Dynamic Time Warping (DTW) distance between time series. These have many applications in time series indexing, clustering, forecasting, regression and…

机器学习 · 计算机科学 2019-02-15 Chang Wei Tan , Francois Petitjean , Geoffrey I. Webb

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 2012-01-16 Daniel Lemire

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

数据结构与算法 · 计算机科学 2025-01-14 Sina Moradi

Dynamic time warping ($\texttt{DTW}$) is one of the most used distance functions to compare time series, e.$\,$g. in nearest neighbor classifiers. Yet, fast state of the art algorithms only compare 1-dimensional time series efficiently. One…

数据结构与算法 · 计算机科学 2018-11-28 Jörg P. Bachmann , Johann-Christoph Freytag

In instruction conditioned navigation, agents interpret natural language and their surroundings to navigate through an environment. Datasets for studying this task typically contain pairs of these instructions and reference trajectories.…

机器人学 · 计算机科学 2019-12-02 Gabriel Ilharco , Vihan Jain , Alexander Ku , Eugene Ie , Jason Baldridge

Dynamic time warping (DTW) is a robust similarity measure of time series. However, it does not satisfy triangular inequality and has high computational complexity, severely limiting its applications in similarity search on large-scale…

信息检索 · 计算机科学 2020-02-12 Zhengxin Li

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…

数据结构与算法 · 计算机科学 2025-05-30 Amer Krivošija , Alexander Munteanu , André Nusser , Chris Schwiegelshohn

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…

机器学习 · 计算机科学 2024-12-20 Ajitesh Srivastava

Dynamic time warping (DTW) is widely used to align time series evolving on mismatched timescales, yet most applications reduce alignment to a scalar distance. We introduce warp quantification analysis (WQA), a framework that derives…

计算工程、金融与科学 · 计算机科学 2026-01-27 Sir-Lord Wiafe , Vince D. Calhoun

Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

最优化与控制 · 数学 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

Dynamic Time Warping (DTW) and Geometric Edit Distance (GED) are basic similarity measures between curves or general temporal sequences (e.g., time series) that are represented as sequences of points in some metric space $(X,…

数据结构与算法 · 计算机科学 2020-01-29 Omer Gold , Micha Sharir

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…

机器学习 · 统计学 2023-10-24 Vo Nguyen Le Duy , Ichiro Takeuchi

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…

机器学习 · 计算机科学 2019-03-13 Babak Hosseini , Barbara Hammer