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We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to…

机器学习 · 统计学 2018-02-21 Marco Cuturi , Mathieu Blondel

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…

机器学习 · 计算机科学 2021-03-01 Mathieu Blondel , Arthur Mensch , Jean-Philippe Vert

Counterfactual explanations emerge as a powerful approach in explainable AI, providing what-if scenarios that reveal how minimal changes to an input time series can alter the model's prediction. This work presents a survey of recent…

机器学习 · 计算机科学 2026-03-31 Udo Schlegel , Thomas Seidl

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…

机器学习 · 计算机科学 2023-03-21 Ming Xu , Sourav Garg , Michael Milford , Stephen Gould

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

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…

机器学习 · 计算机科学 2019-03-25 Soheil Khorram , Melvin G McInnis , Emily Mower Provost

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,…

机器学习 · 计算机科学 2025-07-15 Jintao Qu , Zichong Wang , Chenhao Wu , Wenbin Zhang

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…

数据库 · 计算机科学 2012-01-17 Ghazi Al-Naymat , Sanjay Chawla , Javid Taheri

There is a broad consensus on the importance of deep learning models in tasks involving complex data. Often, an adequate understanding of these models is required when focusing on the transparency of decisions in human-critical…

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)…

机器学习 · 计算机科学 2016-10-18 Maria-Irina Nicolae , Éric Gaussier , Amaury Habrard , Marc Sebban

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,…

机器学习 · 计算机科学 2023-05-10 Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

We propose an interactive methodology for generating counterfactual explanations for univariate time series data in classification tasks by leveraging 2D projections and decision boundary maps to tackle interpretability challenges. Our…

机器学习 · 计算机科学 2024-08-21 Udo Schlegel , Julius Rauscher , Daniel A. Keim

Counterfactual explanations are an emerging tool to enhance interpretability of deep learning models. Given a sample, these methods seek to find and display to the user similar samples across the decision boundary. In this paper, we propose…

机器学习 · 计算机科学 2023-08-22 Cassio F. Dantas , Diego Marcos , Dino Ienco

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

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

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

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…

机器学习 · 计算机科学 2023-06-02 Fabian Latorre , Chenghao Liu , Doyen Sahoo , Steven C. H. Hoi

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

Elastic distances like dynamic time warping (DTW) are central to time series machine learning because they compare sequences under local temporal misalignment. Soft-DTW is an adaptation of DTW that can be used as a gradient-based loss by…

机器学习 · 计算机科学 2026-05-04 Christopher Holder , Anthony Bagnall

Accurate prediction of solar energetic particle events is vital for safeguarding satellites, astronauts, and space-based infrastructure. Modern space weather monitoring generates massive volumes of high-frequency, multivariate time series…

机器学习 · 计算机科学 2026-01-15 Pranjal Patil , Anli Ji , Berkay Aydin
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