Exact mean computation in dynamic time warping spaces

DOI10.1007/S10618-018-0604-8MaRDI QIDQ2218328zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 15 January 2021

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.08937

zbMATH Keywords

dynamic programmingtime series analysisexact exponential-time algorithmempirical evaluation of heuristicsFréchet function

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of algorithms (68W40)

Abstract: Dynamic time warping constitutes a major tool for analyzing time series. In particular, computing a mean series of a given sample of series in dynamic time warping spaces (by minimizing the Fr'echet function) is a challenging computational problem, so far solved by several heuristic and inexact strategies. We spot some inaccuracies in the literature on exact mean computation in dynamic time warping spaces. Our contributions comprise an exact dynamic program computing a mean (useful for benchmarking and evaluating known heuristics). Based on this dynamic program, we empirically study properties like uniqueness and length of a mean. Moreover, experimental evaluations reveal substantial deficits of state-of-the-art heuristics in terms of their output quality. We also give an exact polynomial-time algorithm for the special case of binary time series.

Recommendations

• Approximating length-restricted means under dynamic time warping
• scientific article; zbMATH DE number 7651119
• An average-compress algorithm for the sample mean problem under dynamic time warping
• Fast exact dynamic time warping on run-length encoded time series
• Dynamic time warping under translation: approximation guided by space-filling curves

Cites work

• scientific article; zbMATH DE number 46303 (Why is no real title available?)
• scientific article; zbMATH DE number 1516705 (Why is no real title available?)
• scientific article; zbMATH DE number 3053873 (Why is no real title available?)
• A global averaging method for dynamic time warping, with applications to clustering
• Algorithms on Strings, Trees and Sequences
• Benchmarking optimization software with performance profiles.
• Dynamic programming algorithm optimization for spoken word recognition
• Dynamic time warping and geometric edit distance: breaking the quadratic barrier
• Fast and Accurate Time-Series Clustering
• Hardness results for the center and median string problems under the weighted and unweighted edit distances
• Summarizing a set of time series by averaging: from Steiner sequence to compact multiple alignment
• The complexity of multiple sequence alignment with SP-score that is a metric

Cited in

(9)

• Fast exact dynamic time warping on run-length encoded time series
• Times series averaging and denoising from a probabilistic perspective on time-elastic kernels
• A global averaging method for dynamic time warping, with applications to clustering
• Tight hardness results for consensus problems on circular strings and time series
• Summarizing a set of time series by averaging: from Steiner sequence to compact multiple alignment
• On computing exact means of time series using the move-split-merge metric
• An average-compress algorithm for the sample mean problem under dynamic time warping
• Approximating length-restricted means under dynamic time warping
• Sufficient conditions for the existence of a sample mean of time series under dynamic time warping

Describes a project that uses

Uses Software

• soft-DTW
• DBA
• GitHub

This page was built for publication: Exact mean computation in dynamic time warping spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2218328)