Exact Indexing of Time Series under Dynamic Time Warping

Exact Indexing for Massive Time Series Databases under Time Warping Distance

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 distance calculation is computationally intensive. Especially in very large time series databases, sequential scan through the entire database is definitely impractical, even with random access that exploits some index structures since high dimensionality of time series data incurs extremely high I/O cost. More specifically, a sequential structure consumes high CP…

Accurate shape and phase averaging of time series through Dynamic Time Warping

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 conversion of the output of DTW into a time sequence and an innovative iterative averaging process. We show that it accurately estimates the ground truth mean sequences and mean temporal location of landmarks in synthetic and real-world datasets and outperforms state-of-the-art methods.

Hellinger弹性的时间形变

Time warping with Hellinger elasticity

本文提出了一种基于Hellinger核的弹性时间形变算法，用于解决任意度量空间中时间序列的匹配问题，具有三次计算复杂度。

SSH (Sketch, Shingle, & Hash) for Indexing Massive-Scale Time Series

Similarity search on time series is a frequent operation in large-scale data-driven applications. Sophisticated similarity measures are standard for time series matching, as they are usually misaligned. Dynamic Time Warping or DTW is the most widely used similarity measure for time series because it combines alignment and matching at the same time. However, the alignment makes DTW slow. To speed up the expensive similarity search with DTW, branch and bound based pruning strategies are adopted. However, branch and bound based pruning are only useful for very short queries (low dimensional time …

Time Warp Edit Distance with Stiffness Adjustment for Time Series Matching

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 sequence of "edit operations" needed to transform one time series into another. To define the "edit operations" we use the paradigm of a graphical editing process and end up with a dynamic programming algorithm that we call Time Warp Edit Distance (TWED). TWED is slightly different in form from Dynamic Time Warping, Longest Common Subsequence or Edit Distance…