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Dynamic time warping

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33: 20: 1438:. Optimal nonlinear time warping functions are computed by minimizing a measure of distance of the set of functions to their warped average. Roughness penalty terms for the warping functions may be added, e.g., by constraining the size of their curvature. The resultant warping functions are smooth, which facilitates further processing. This approach has been successfully applied to analyze patterns and variability of speech movements. 41: 1159:(GTW) is a generalized version of DTW that can align multiple pairs of time series or sequences jointly. Compared with aligning multiple pairs independently through DTW, GTW considers both the alignment accuracy of each sequence pair (as DTW) and the similarity among pairs (according to the data structure or assigned by user). This can result in better alignment performance when the similarity among pairs exists. 1681:, which uses a time-normalization effect, where the fluctuations in the time axis are modeled using a non-linear time-warping function. Considering any two speech patterns, we can get rid of their timing differences by warping the time axis of one so that the maximal coincidence is attained with the other. Moreover, if the warping function is allowed to take any possible value, 1148:
contrast, ADTW employs an additive penalty that is incurred each time that the path is warped. Any amount of warping is allowed, but each warping action incurs a direct penalty. ADTW significantly outperforms DTW with windowing when applied as a nearest neighbor classifier on a set of benchmark time series classification tasks.
1430:, time series are regarded as discretizations of smooth (differentiable) functions of time. By viewing the observed samples as smooth functions, one can utilize continuous mathematics for analyzing data. Smoothness and monotonicity of time warp functions may be obtained for instance by integrating a time-varying 1413:
DTW-AROW (DTW with Additional Restrictions on Warping) is a generalization of DTW to handle missing values. DTW-AROW obtains both a distance and a warping path; hence, can simply be replaced by DTW to handle missing values in many applications. DTW-AROW has the same time and memory complexity as DTW.
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The DTW algorithm produces a discrete matching between existing elements of one series to another. In other words, it does not allow time-scaling of segments within the sequence. Other methods allow continuous warping. For example, Correlation Optimized Warping (COW) divides the sequence into uniform
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int DTWDistance(s: array , t: array ) { DTW := array for i := 0 to n for j := 0 to m DTW := infinity DTW := 0 for i := 1 to n for j := 1 to m cost := d(s, t) DTW := cost + minimum(DTW,
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Amerced Dynamic Time Warping (ADTW) is a variant of DTW designed to better control DTW's permissiveness in the alignments that it allows. The windows that classical DTW uses to constrain alignments introduce a step function. Any warping of the path is allowed within the window and none beyond it. In
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In a survey, Wang et al. reported slightly better results with the LB_Improved lower bound than the LB_Keogh bound, and found that other techniques were inefficient. Subsequent to this survey, the LB_Enhanced bound was developed that is always tighter than LB_Keogh while also being more efficient to
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A common task, retrieval of similar time series, can be accelerated by using lower bounds such as LB_Keogh, LB_Improved, LB_Enhanced, LB_Webb or LB_Petitjean. However, the Early Abandon and Pruned DTW algorithm reduces the degree of acceleration that lower bounding provides and sometimes renders it
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DTW and related warping methods are typically used as pre- or post-processing steps in data analyses. If both observed sequences contain random variation in their values, shape of observed sequences and random temporal misalignment, the warping may overfit to noise leading to biased results. A
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segments that are scaled in time using linear interpolation, to produce the best matched warping. The segment scaling causes potential creation of new elements, by time-scaling segments either down or up, and thus produces a more sensitive warping than DTW's discrete matching of raw elements.
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and decelerations during the course of an observation. DTW has been applied to temporal sequences of video, audio, and graphics data — indeed, any data that can be turned into a one-dimensional sequence can be analyzed with DTW. A well-known application has been automatic
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Averaging for dynamic time warping is the problem of finding an average sequence for a set of sequences. NLAAF is an exact method to average two sequences using DTW. For more than two sequences, the problem is related to the one of the
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and requires heuristics. DBA is currently a reference method to average a set of sequences consistently with DTW. COMASA efficiently randomizes the search for the average sequence, using DBA as a local optimization process.
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Thomas Prätzlich, Jonathan Driedger, and Meinard Müller (2016). Memory-Restricted Multiscale Dynamic Time Warping. Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), pp.
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for measuring similarity between two temporal sequences, which may vary in speed. For instance, similarities in walking could be detected using DTW, even if one person was walking faster than the other, or if there were
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In addition to a similarity measure between the two sequences, a so called "warping path" is produced. By warping according to this path the two signals may be aligned in time. The signal with an original set of points
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cost := d(s, t) DTW := cost + minimum(DTW, // insertion DTW, // deletion DTW) // match return DTW }
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is the match that satisfies all the restrictions and the rules and that has the minimal cost, where the cost is computed as the sum of absolute differences, for each matched pair of indices, between their values.
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Dynamic time warping between two piecewise linear functions. The dotted line illustrates the time-warp relation. Notice that several points in the lower function are mapped to one point in the upper function, and
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distinction can be made between words belonging to different categories. So, to enhance the distinction between words belonging to different categories, restrictions were imposed on the warping function slope.
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C++ library implements Fast Nearest-Neighbor Retrieval algorithms under the GNU General Public License (GPL). It also provides a C++ implementation of dynamic time warping, as well as various lower bounds.
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Two repetitions of a walking sequence recorded using a motion-capture system. While there are differences in walking speed between repetitions, the spatial paths of limbs remain highly similar.
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Due to different speaking rates, a non-linear fluctuation occurs in speech pattern versus time axis, which needs to be eliminated. DP matching is a pattern-matching algorithm based on
1625:) Dynamic Programming algorithm and bases on Numpy. It supports values of any dimension, as well as using custom norm functions for the distances. It is licensed under the MIT license. 1388: 920: 1507:) requirement for the standard DTW algorithm. FastDTW uses a multilevel approach that recursively projects a solution from a coarser resolution and refines the projected solution. 982: 503:(warped). This finds applications in genetic sequence and audio synchronisation. In a related technique sequences of varying speed may be averaged using this technique see the 454: 1317: 1534:) with a comprehensive coverage of the DTW algorithm family members, including a variety of recursion rules (also called step patterns), constraints, and substring matching. 1470:
C++ library with Python bindings implements Early Abandoned and Pruned DTW as well as Early Abandoned and Pruned ADTW and DTW lower bounds LB_Keogh, LB_Enhanced and LB_Webb.
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Yurtman, Aras; Soenen, Jonas; Meert, Wannes; Blockeel, Hendrik (2023). Koutra, Danai; Plant, Claudia; Gomez Rodriguez, Manuel; Baralis, Elena; Bonchi, Francesco (eds.).
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Stan Salvador, Philip Chan, FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space. KDD Workshop on Mining Temporal and Sequential Data, pp. 70–80, 2004.
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Nakagawa, Seiichi; Nakanishi, Hirobumi (1988-01-01). "Speaker-Independent English Consonant and Japanese Word Recognition by a Stochastic Dynamic Time Warping Method".
2037: 322: 942:. This algorithm can also be adapted to sequences of different lengths. Despite this improvement, it was shown that a strongly subquadratic running time of the form 1200: 160: 134: 1047: 818: 693: 646: 580: 386: 354: 296: 270: 940: 858: 838: 240: 220: 200: 180: 479:
method is often used in time series classification. Although DTW measures a distance-like quantity between two given sequences, it doesn't guarantee the
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in time series. Simple preprocessing methods such as dropping or interpolating missing values do not provide a good estimate of the DTW distance.
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Tan, Chang Wei; Petitjean, Francois; Webb, Geoffrey I. (2019). "Elastic bands across the path: A new framework and methods to lower bound DTW".
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The mapping of the indices from the first sequence to indices from the other sequence must be monotonically increasing, and vice versa, i.e. if
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The first index from the first sequence must be matched with the first index from the other sequence (but it does not have to be its only match)
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Petitjean, F. O.; Ketterlin, A.; Gançarski, P. (2011). "A global averaging method for dynamic time warping, with applications to clustering".
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The last index from the first sequence must be matched with the last index from the other sequence (but it does not have to be its only match)
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Raket LL, Sommer S, Markussen B (2014). "A nonlinear mixed-effects model for simultaneous smoothing and registration of functional data".
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Lucero, J. C.; Munhall, K. G.; Gracco, V. G.; Ramsay, J. O. (1997). "On the Registration of Time and the Patterning of Speech Movements".
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in the time dimension to determine a measure of their similarity independent of certain non-linear variations in the time dimension. This
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simultaneous model formulation with random variation in both values (vertical) and time-parametrization (horizontal) is an example of a
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Myers, C. S.; Rabiner, L. R. (1981). "A Comparative Study of Several Dynamic Time-Warping Algorithms for Connected-Word Recognition".
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Gupta, L.; Molfese, D. L.; Tammana, R.; Simos, P. G. (1996). "Nonlinear alignment and averaging for estimating the evoked potential".
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Juang, B. H. (September 1984). "On the hidden Markov model and dynamic time warping for speech recognition #x2014; A unified view".
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Wang, Xiaoyue; et al. (2010). "Experimental comparison of representation methods and distance measures for time series data".
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Herrmann, Matthieu; Webb, Geoffrey I. (2021). "Early abandoning and pruning for elastic distances including dynamic time warping".
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are the lengths of the two input sequences. The 50 years old quadratic time bound was broken in 2016: an algorithm due to Gold and
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Fast techniques for computing DTW include Early Abandoned and Pruned DTW, PrunedDTW, SparseDTW, FastDTW, and the MultiscaleDTW.
756:// adapt window size (*) for i := 0 to n for j:= 0 to m DTW := infinity DTW := 0 1491:
library is a Java implementation of DTW and a FastDTW implementation that provides optimal or near-optimal alignments with an
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Howell, P.; Anderson, A.; Lucero, J. C. (2010). "Speech motor timing and fluency". In Maassen, B.; van Lieshout, P. (eds.).
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software package implements DTW and nearest-neighbour classifiers, as well as their extensions (hubness-aware classifiers).
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Recent work has shown that tuning of this distance measure can be useful for tuning DTW performance. Specifically, tuning
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Dynamic time warping is used in finance and econometrics to assess the quality of the prediction versus real-world data.
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Gold, Omer; Sharir, Micha (2018). "Dynamic Time Warping and Geometric Edit Distance: Breaking the Quadratic Barrier".
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Every index from the first sequence must be matched with one or more indices from the other sequence, and vice versa
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Olsen, NL; Markussen, B; Raket, LL (2018), "Simultaneous inference for misaligned multivariate functional data",
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Is a Julia implementation of DTW and related algorithms such as FastDTW, SoftDTW, GeneralDTW and DTW barycenters.
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Python library implements the Manhattan and Euclidean flavoured DTW measures including the LB_Keogh lower bounds.
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Sakoe, Hiroaki; Chiba, Seibi (1978). "Dynamic programming algorithm optimization for spoken word recognition".
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used to score matches between pairs of values across the two sequences. The original definition of DTW used
867: 3480: 2413:"Querying and mining of time series data: experimental comparison of representations and distance measures" 1735: 3430:"Addressing Big Data Time Series: Mining Trillions of Time Series Subsequences Under Dynamic Time Warping" 2820:"Speech production variability in fricatives of children and adults: Results of functional data analysis" 2746:"Toward a Comprehensive Framework for the Spatiotemporal Statistical Analysis of Longitudinal Shape Data" 2616:"Parameterizing the cost function of dynamic time warping with application to time series classification" 1730: 522:
This example illustrates the implementation of the dynamic time warping algorithm when the two sequences
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Sakoe, H.; Chiba (1978). "Dynamic programming algorithm optimization for spoken word recognition".
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Mastroeni, Loretta; Mazzoccoli, Alessandro; Quaresima, Greta; Vellucci, Pierluigi (2021-02-01).
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can achieve state-of-the-art performance when using dynamic time warping as a distance measure.
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Webb, Geoffrey I.; Petitjean, Francois (2021). "Tight lower bounds for Dynamic Time Warping".
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compute. LB_Petitjean is the tightest known lower bound that can be computed in linear time.
1698:. Several techniques are used to counter this defense, one of which is dynamic time warping. 1559:-normalized Euclidean distance similar to the popular UCR-Suite on CUDA-enabled accelerators. 1431: 79: 16:
An algorithm for measuring similarity between two temporal sequences, which may vary in speed
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Dynamic Time Warping. In Information Retrieval for Music and Motion, chapter 4, pages 69-84
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Rabiner, Lawrence; Juang, Biing-Hwang (1993). "Chapter 4: Pattern-Comparison Techniques".
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Bagnall, Anthony; Lines, Jason; Bostrom, Aaron; Large, James; Keogh, Eamonn (2016-11-23).
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Wang, Yizhi; Miller, David J; Poskanzer, Kira; Wang, Yue; Tian, Lin; Yu, Guoqiang (2016).
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used to search for the most likely path through the HMM is equivalent to stochastic DTW.
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Lemire, D. (2009). "Faster Retrieval with a Two-Pass Dynamic-Time-Warping Lower Bound".
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uses Greedy DTW (implemented in JavaScript) as part of LaTeX symbol classifier program.
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Java library implements the UltraFastWWSearch algorithm for fast warping window tuning.
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Ding, Hui; Trajcevski, Goce; Scheuermann, Peter; Wang, Xiaoyue; Keogh, Eamonn (2008).
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Durrleman, S; Pennec, X.; Trouvé, A.; Braga, J.; Gerig, G. & Ayache, N. (2013).
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Keogh, E.; Ratanamahatana, C. A. (2005). "Exact indexing of dynamic time warping".
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We can easily modify the above algorithm to add a locality constraint (differences
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C++/CUDA library implements subsequence alignment of Euclidean-flavoured DTW and
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implements DTW to match mel-frequency cepstral coefficients of audio signals.
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We sometimes want to add a locality constraint. That is, we require that if
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space in a naive implementation, the space consumption can be reduced to
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Vintsyuk, T. K. (1968). "Speech discrimination by dynamic programming".
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are indices from the first sequence, then there must not be two indices
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implements DTW to match two 1-D arrays or 2-D speech files (2-D array).
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Abboud, Amir; Backurs, Arturs; Williams, Virginia Vassilevska (2015).
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Machine Learning and Knowledge Discovery in Databases: Research Track
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Speech Motor Control: New Developments in Basic and Applied Research
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Herrmann, Matthieu; Tan, Chang Wei; Webb, Geoffrey I. (2023-04-16).
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Proceedings of the 2019 SIAM International Conference on Data Mining
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2015 IEEE 56th Annual Symposium on Foundations of Computer Science
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2015 IEEE 56th Annual Symposium on Foundations of Computer Science
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Speeding Up All-Pairwise Dynamic Time Warping Matrix Calculation
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Orlando, Giuseppe; Bufalo, Michele; Stoop, Ruedi (2022-02-01).
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Koenig, Laura L.; Lucero, Jorge C.; Perlman, Elizabeth (2008).
2607: 2498:"Graphical Time Warping for Joint Alignment of Multiple Curves" 3083:
Tan, Chang Wei; Herrmann, Matthieu; Webb, Geoffrey I. (2021).
2920:"From Dynamic Time Warping (DTW) to Hidden Markov Model (HMM)" 3309:
IEEE Transactions on Acoustics, Speech, and Signal Processing
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IEEE Transactions on Acoustics, Speech, and Signal Processing
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DTW between a sinusoid and a noisy and shifted version of it.
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SparseDTW: A Novel Approach to Speed up Dynamic Time Warping
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Raket LL, Grimme B, Schöner G, Igel C, Markussen B (2016).
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CUDA Python library implements a state of the art improved
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An Efficient Multiscale Approach to Audio Synchronization
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Python library implements DTW in the time-series context.
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C++ real-time gesture-recognition toolkit implements DTW.
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While the dynamic programming algorithm for DTW requires
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2021 IEEE International Conference on Data Mining (ICDM)
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Meinard MĂĽller, Henning Mattes, and Frank Kurth (2006).
2569:(3). Springer Science and Business Media LLC: 606–660. 2495: 659:). However, the above given modification works only if 3427: 3013: 1908: 1332: 1265: 1208: 1173: 1055: 1023: 990: 948: 928: 870: 846: 826: 794: 709: 665: 618: 552: 394: 362: 330: 304: 278: 252: 228: 208: 188: 168: 142: 116: 2978: 2792: 2817: 2059: 1774: 1390:makes DTW focus more on low amplitude effects when 3374: 3130: 2377: 1853: 1777:Journal of the Royal Statistical Society, Series C 1643:using only linear memory with phenomenal speedups. 1382: 1311: 1251: 1194: 1085: 1041: 1002: 976: 934: 914: 852: 832: 812: 737: 687: 640: 574: 448: 380: 348: 316: 290: 264: 234: 214: 194: 174: 154: 128: 3434:ACM Transactions on Knowledge Discovery from Data 3245:Orlando, Giuseppe; Bufalo, Michele (2021-12-10). 2882: 2711:Journal of Speech, Language, and Hearing Research 2502:Advances in Neural Information Processing Systems 1499:) time and memory complexity, in contrast to the 922:time and space for two input sequences of length 530:are strings of discrete symbols. For two symbols 3472: 3007: 2972: 2824:The Journal of the Acoustical Society of America 2150: 1062: 3082: 2613: 1768: 1577:C# library implements DTW with various options. 1142: 89:In general, DTW is a method that calculates an 2447:Herrmann, Matthieu; Webb, Geoffrey I. (2023). 2014:Al-Naymat, G., Chawla, S., Taheri, J. (2012). 2001:Silva, D. F., Batista, G. E. A. P. A. (2015). 1326:in a family of distance functions of the form 3381:. Englewood Cliffs, N.J.: PTR Prentice Hall. 3244: 2797:. Oxford University Press. pp. 215–225. 2442: 2440: 2206: 2146: 2144: 1689: 246:We can plot each match between the sequences 3372: 3335: 2938:AT&T Bell Laboratories Technical Journal 2446: 1956: 788:The time complexity of the DTW algorithm is 745:(see the line marked with (*) in the code). 2291:IEEE Transactions on Biomedical Engineering 1854:Bringmann, Karl; KĂĽnnemann, Marvin (2015). 1701: 766:for i := 1 to n for j := 3306: 2521: 2517: 2515: 2437: 2202: 2200: 2198: 2141: 1818: 1672: 1401: 1394:is small and large amplitude effects when 1167:DTW is sensitive to the distance function 3453: 3428:Rakthanmanon, Thanawin (September 2013). 3174: 3156: 3059: 3049: 3031: 2859: 2769: 2627: 2590: 2472: 2428: 2395: 2273: 2220: 2160: 2108: 1970: 1867: 1788: 1694:Unstable clocks are used to defeat naive 1421: 1416:An open-source implementation of DTW-AROW 1151: 510:This is conceptually very similar to the 3293: 2750:International Journal of Computer Vision 2378:Petitjean, F. O.; Gançarski, P. (2012). 1663:has Python and C implementations of DTW. 761:for j := max(1, i-w) to min(m, i+w) 542:is a distance between the symbols, e.g. 39: 31: 18: 2512: 2195: 1460: 162:in the other sequence, such that index 3473: 3395: 2330: 2328: 2094: 1617:Python library implements the classic 1383:{\displaystyle d(x,y)=|x-y|^{\gamma }} 1130: 915:{\displaystyle O({N^{2}}/\log \log N)} 97:) with certain restriction and rules: 3289:Dynamic Time Warping Algorithm Review 2935: 2667: 2665: 2663: 2661: 1952: 1950: 1445:(HMM) and it has been shown that the 1162: 774: 504: 2259: 1566:machine learning library implements 748:int DTWDistance(s: array , t: array 2620:Data Mining and Knowledge Discovery 2563:Data Mining and Knowledge Discovery 2489: 2325: 2262:Data Mining and Knowledge Discovery 1959:Data Mining and Knowledge Discovery 1596:: a GPL Java implementation of DBA. 1116: 1100: 13: 3377:Fundamentals of speech recognition 3350:10.1002/j.1538-7305.1981.tb00272.x 3281: 2950:10.1002/j.1538-7305.1984.tb00034.x 2658: 1947: 1513:(Java) published to Maven Central. 1012:Strong exponential time hypothesis 977:{\displaystyle O(N^{2-\epsilon })} 93:between two given sequences (e.g. 14: 3502: 2062:Knowledge and Information Systems 1259:. In time series classification, 517: 449:{\displaystyle (0,1),(1,0),(1,1)} 82:. It can also be used in partial 2917: 1312:{\displaystyle d(x,y)=(x-y)^{2}} 388:, such that each step is one of 3238: 3191: 3124: 3076: 2929: 2911: 2876: 2811: 2786: 2737: 2702: 2404: 2371: 2282: 2253: 2088: 2053: 2043: 1667: 1601:Gesture Recognition Toolkit|GRT 1434:, thus being a one-dimensional 752:) { DTW := array 2897:10.1080/03772063.1988.11436710 2030: 2021: 2008: 1995: 1902: 1847: 1821:ACM Transactions on Algorithms 1812: 1541:Python library implements DTW. 1370: 1355: 1348: 1336: 1300: 1287: 1281: 1269: 1245: 1231: 1224: 1212: 1189: 1177: 1080: 1077: 1065: 1059: 1036: 1027: 1003:{\displaystyle \epsilon >0} 971: 952: 909: 874: 807: 798: 725: 711: 681: 667: 634: 620: 568: 554: 443: 431: 425: 413: 407: 395: 375: 363: 343: 331: 1: 3338:Bell System Technical Journal 1761: 1751:Nonlinear mixed-effects model 1455:nonlinear mixed-effects model 783: 495:(original) is transformed to 3100:10.1109/ICDM51629.2021.00070 3051:10.1371/journal.pcbi.1005092 3001:10.1016/j.patrec.2013.10.018 2686:10.1007/978-3-031-43424-2_14 2474:10.1016/j.patcog.2023.109333 2384:Theoretical Computer Science 2357:10.1016/j.patcog.2010.09.013 2239:10.1016/j.patcog.2021.107895 2127:10.1016/j.patcog.2008.11.030 1441:Another related approach is 1252:{\displaystyle d(x,y)=|x-y|} 1143:Amerced Dynamic Time Warping 1137:nearest-neighbour classifier 1086:{\displaystyle O(\min(N,M))} 7: 3486:Machine learning algorithms 3216:10.1016/j.eneco.2020.105036 2981:Pattern Recognition Letters 1731:Multiple sequence alignment 1709: 738:{\displaystyle |n-m|\leq w} 471:The sequences are "warped" 10: 3507: 3321:10.1109/tassp.1978.1163055 3158:10.1038/s41598-022-05765-z 3020:PLOS Computational Biology 2638:10.1007/s10618-023-00926-8 2536:10.1109/tassp.1978.1163055 2171:10.1137/1.9781611975673.59 1981:10.1007/s10618-021-00782-4 1741:Needleman–Wunsch algorithm 1690:Correlation power analysis 1517:time-series-classification 768:max(1, i-w) to min(m, i+w) 754:w := max(w, abs(n-m)) 512:Needleman–Wunsch algorithm 3411:10.1007/978-3-540-74048-3 3263:10.1016/j.frl.2021.102599 2762:10.1007/s11263-012-0592-x 2575:10.1007/s10618-016-0483-9 2508:. Curran Associates, Inc. 2397:10.1016/j.tcs.2011.09.029 2074:10.1007/s10115-004-0154-9 864:enables computing DTW in 601:with the best alignment. 317:{\displaystyle M\times N} 3491:Multivariate time series 3396:MĂĽller, Meinard (2007). 3251:Finance Research Letters 2885:IETE Journal of Research 2430:10.14778/1454159.1454226 1736:Wagner–Fischer algorithm 1702:Finance and econometrics 1679:dynamic programming (DP) 1428:functional data analysis 1418:is available in Python. 1010:cannot exist unless the 703:must be adapted so that 593:is the distance between 3446:10.1145/2513092.2500489 2723:10.1044/jslhr.4005.1111 1673:Spoken-word recognition 1641:Time Warp Edit Distance 1402:Handling missing values 1756:Graphical time warping 1422:Alternative approaches 1384: 1313: 1253: 1196: 1195:{\displaystyle d(x,y)} 1157:Graphical Time Warping 1152:Graphical Time Warping 1095:Hirschberg's algorithm 1087: 1043: 1004: 978: 936: 916: 854: 834: 814: 739: 689: 652:, a window parameter. 642: 576: 450: 382: 350: 318: 292: 266: 236: 222:is matched with index 216: 196: 182:is matched with index 176: 156: 155:{\displaystyle l>k} 130: 129:{\displaystyle j>i} 45: 37: 29: 1647:DynamicAxisWarping.jl 1432:radial basis function 1385: 1314: 1254: 1197: 1088: 1044: 1042:{\displaystyle O(NM)} 1005: 979: 937: 917: 855: 835: 815: 813:{\displaystyle O(NM)} 740: 690: 688:{\displaystyle |n-m|} 643: 641:{\displaystyle |i-j|} 577: 575:{\displaystyle |x-y|} 451: 383: 381:{\displaystyle (M,N)} 351: 349:{\displaystyle (1,1)} 319: 293: 267: 237: 217: 197: 177: 157: 131: 80:signature recognition 43: 35: 22: 3094:. pp. 589–598. 1923:10.1109/FOCS.2015.14 1878:10.1109/FOCS.2015.15 1716:Levenshtein distance 1461:Open-source software 1330: 1319:has become popular. 1263: 1206: 1171: 1053: 1021: 988: 946: 926: 868: 844: 824: 792: 758:for i := 1 to n 707: 695:is not greater than 663: 648:is not greater than 616: 550: 392: 360: 328: 302: 276: 250: 226: 206: 186: 166: 140: 114: 54:dynamic time warping 50:time series analysis 3481:Dynamic programming 3149:2022NatSR..12.1693O 3042:2016PLSCB..12E5092R 2993:2014PaReL..38....1R 2836:2008ASAJ..124.3158K 2465:2023PatRe.13709333H 2453:Pattern Recognition 2349:2011PatRe..44..678P 2337:Pattern Recognition 2231:2021PatRe.11507895W 2209:Pattern Recognition 2119:2009PatRe..42.2169L 2097:Pattern Recognition 1443:hidden Markov model 1131:Supervised learning 481:triangle inequality 291:{\displaystyle 1:N} 265:{\displaystyle 1:M} 76:speaker recognition 3137:Scientific Reports 2622:. Springer: 1–22. 1917:. pp. 59–78. 1862:. pp. 79–97. 1799:10.1111/rssc.12276 1726:Sequence alignment 1594:Sequence averaging 1530:) and R packages ( 1406:DTW cannot handle 1380: 1309: 1249: 1192: 1163:Distance functions 1124:multiple alignment 1083: 1039: 1000: 974: 932: 912: 850: 830: 810: 775:Warping properties 735: 685: 638: 572: 477:sequence alignment 446: 378: 346: 314: 288: 262: 232: 212: 192: 172: 152: 126: 72:speech recognition 46: 38: 30: 3440:(3): 10:1–10:31. 3420:978-3-540-74047-6 3388:978-0-13-015157-5 3109:978-1-6654-2398-4 2918:Fang, Chunsheng. 2844:10.1121/1.2981639 2695:978-3-031-43424-2 2303:10.1109/10.486255 2180:978-1-61197-567-3 1932:978-1-4673-8191-8 1887:978-1-4673-8191-8 1526:provides Python ( 1475:UltraFastMPSearch 1447:Viterbi algorithm 935:{\displaystyle N} 853:{\displaystyle M} 833:{\displaystyle N} 235:{\displaystyle k} 215:{\displaystyle j} 195:{\displaystyle l} 175:{\displaystyle i} 3498: 3467: 3457: 3424: 3404: 3392: 3380: 3369: 3344:(7): 1389–1409. 3332: 3303: 3275: 3274: 3242: 3236: 3235: 3204:Energy Economics 3195: 3189: 3188: 3178: 3160: 3128: 3122: 3121: 3089: 3080: 3074: 3073: 3063: 3053: 3035: 3011: 3005: 3004: 2976: 2970: 2969: 2944:(7): 1213–1243. 2933: 2927: 2926: 2924: 2915: 2909: 2908: 2880: 2874: 2873: 2863: 2830:(5): 3158–3170. 2815: 2809: 2808: 2790: 2784: 2783: 2773: 2741: 2735: 2734: 2717:(5): 1111–1117. 2706: 2700: 2699: 2669: 2656: 2655: 2653: 2652: 2631: 2611: 2605: 2604: 2594: 2554: 2548: 2547: 2519: 2510: 2509: 2493: 2487: 2486: 2476: 2444: 2435: 2434: 2432: 2423:(2): 1542–1552. 2417:Proc. VLDB Endow 2408: 2402: 2401: 2399: 2375: 2369: 2368: 2332: 2323: 2322: 2286: 2280: 2279: 2277: 2257: 2251: 2250: 2224: 2204: 2193: 2192: 2164: 2148: 2139: 2138: 2112: 2103:(9): 2169–2180. 2092: 2086: 2085: 2057: 2051: 2047: 2041: 2034: 2028: 2025: 2019: 2012: 2006: 1999: 1993: 1992: 1974: 1965:(6): 2577–2601. 1954: 1945: 1944: 1906: 1900: 1899: 1871: 1851: 1845: 1844: 1816: 1810: 1809: 1792: 1772: 1746:FrĂ©chet distance 1721:Elastic matching 1684: 1397: 1393: 1389: 1387: 1386: 1381: 1379: 1378: 1373: 1358: 1325: 1318: 1316: 1315: 1310: 1308: 1307: 1258: 1256: 1255: 1250: 1248: 1234: 1201: 1199: 1198: 1193: 1117:Average sequence 1101:Fast computation 1092: 1090: 1089: 1084: 1048: 1046: 1045: 1040: 1009: 1007: 1006: 1001: 983: 981: 980: 975: 970: 969: 941: 939: 938: 933: 921: 919: 918: 913: 893: 888: 887: 886: 859: 857: 856: 851: 839: 837: 836: 831: 819: 817: 816: 811: 769: 765: 762: 759: 755: 751: 744: 742: 741: 736: 728: 714: 694: 692: 691: 686: 684: 670: 658: 647: 645: 644: 639: 637: 623: 611: 608:is matched with 607: 600: 596: 592: 581: 579: 578: 573: 571: 557: 545: 541: 505:average sequence 455: 453: 452: 447: 387: 385: 384: 379: 355: 353: 352: 347: 323: 321: 320: 315: 297: 295: 294: 289: 271: 269: 268: 263: 242:, and vice versa 241: 239: 238: 233: 221: 219: 218: 213: 201: 199: 198: 193: 181: 179: 178: 173: 161: 159: 158: 153: 135: 133: 132: 127: 3506: 3505: 3501: 3500: 3499: 3497: 3496: 3495: 3471: 3470: 3421: 3402: 3389: 3284: 3282:Further reading 3279: 3278: 3243: 3239: 3196: 3192: 3129: 3125: 3110: 3087: 3081: 3077: 3026:(9): e1005092. 3012: 3008: 2977: 2973: 2934: 2930: 2922: 2916: 2912: 2881: 2877: 2816: 2812: 2805: 2791: 2787: 2742: 2738: 2707: 2703: 2696: 2670: 2659: 2650: 2648: 2612: 2608: 2555: 2551: 2520: 2513: 2494: 2490: 2445: 2438: 2409: 2405: 2376: 2372: 2333: 2326: 2287: 2283: 2258: 2254: 2205: 2196: 2181: 2149: 2142: 2093: 2089: 2058: 2054: 2048: 2044: 2035: 2031: 2026: 2022: 2013: 2009: 2000: 1996: 1955: 1948: 1933: 1907: 1903: 1888: 1852: 1848: 1833:10.1145/3230734 1817: 1813: 1773: 1769: 1764: 1712: 1704: 1692: 1682: 1675: 1670: 1463: 1424: 1404: 1395: 1391: 1374: 1369: 1368: 1354: 1331: 1328: 1327: 1323: 1303: 1299: 1264: 1261: 1260: 1244: 1230: 1207: 1204: 1203: 1172: 1169: 1168: 1165: 1154: 1145: 1133: 1119: 1103: 1054: 1051: 1050: 1022: 1019: 1018: 989: 986: 985: 959: 955: 947: 944: 943: 927: 924: 923: 889: 882: 878: 877: 869: 866: 865: 845: 842: 841: 825: 822: 821: 793: 790: 789: 786: 777: 772: 767: 763: 760: 757: 753: 749: 724: 710: 708: 705: 704: 702: 698: 680: 666: 664: 661: 660: 656: 651: 633: 619: 617: 614: 613: 609: 605: 598: 594: 590: 587: 567: 553: 551: 548: 547: 543: 539: 537: 533: 529: 525: 520: 458:Delannoy number 393: 390: 389: 361: 358: 357: 329: 326: 325: 303: 300: 299: 298:as a path in a 277: 274: 273: 251: 248: 247: 227: 224: 223: 207: 204: 203: 187: 184: 183: 167: 164: 163: 141: 138: 137: 115: 112: 111: 17: 12: 11: 5: 3504: 3494: 3493: 3488: 3483: 3469: 3468: 3425: 3419: 3393: 3387: 3370: 3333: 3304: 3291: 3283: 3280: 3277: 3276: 3237: 3190: 3123: 3108: 3075: 3006: 2971: 2928: 2910: 2875: 2810: 2804:978-0199235797 2803: 2785: 2736: 2701: 2694: 2657: 2606: 2549: 2511: 2488: 2436: 2403: 2370: 2324: 2297:(4): 348–356. 2281: 2252: 2194: 2179: 2140: 2087: 2068:(3): 358–386. 2052: 2042: 2029: 2020: 2007: 1994: 1946: 1931: 1901: 1886: 1846: 1811: 1783:(5): 1147–76, 1766: 1765: 1763: 1760: 1759: 1758: 1753: 1748: 1743: 1738: 1733: 1728: 1723: 1718: 1711: 1708: 1703: 1700: 1696:power analysis 1691: 1688: 1674: 1671: 1669: 1666: 1665: 1664: 1657: 1650: 1644: 1633: 1626: 1611: 1604: 1597: 1591: 1584: 1578: 1571: 1560: 1549: 1542: 1535: 1520: 1514: 1508: 1485: 1478: 1471: 1462: 1459: 1436:diffeomorphism 1423: 1420: 1408:missing values 1403: 1400: 1377: 1372: 1367: 1364: 1361: 1357: 1353: 1350: 1347: 1344: 1341: 1338: 1335: 1306: 1302: 1298: 1295: 1292: 1289: 1286: 1283: 1280: 1277: 1274: 1271: 1268: 1247: 1243: 1240: 1237: 1233: 1229: 1226: 1223: 1220: 1217: 1214: 1211: 1191: 1188: 1185: 1182: 1179: 1176: 1164: 1161: 1153: 1150: 1144: 1141: 1132: 1129: 1118: 1115: 1102: 1099: 1082: 1079: 1076: 1073: 1070: 1067: 1064: 1061: 1058: 1038: 1035: 1032: 1029: 1026: 999: 996: 993: 973: 968: 965: 962: 958: 954: 951: 931: 911: 908: 905: 902: 899: 896: 892: 885: 881: 876: 873: 849: 829: 809: 806: 803: 800: 797: 785: 782: 776: 773: 747: 734: 731: 727: 723: 720: 717: 713: 700: 696: 683: 679: 676: 673: 669: 649: 636: 632: 629: 626: 622: 584: 570: 566: 563: 560: 556: 535: 531: 527: 523: 519: 518:Implementation 516: 445: 442: 439: 436: 433: 430: 427: 424: 421: 418: 415: 412: 409: 406: 403: 400: 397: 377: 374: 371: 368: 365: 345: 342: 339: 336: 333: 313: 310: 307: 287: 284: 281: 261: 258: 255: 244: 243: 231: 211: 191: 171: 151: 148: 145: 125: 122: 119: 108: 105: 102: 86:applications. 84:shape matching 15: 9: 6: 4: 3: 2: 3503: 3492: 3489: 3487: 3484: 3482: 3479: 3478: 3476: 3465: 3461: 3456: 3451: 3447: 3443: 3439: 3435: 3431: 3426: 3422: 3416: 3412: 3408: 3401: 3400: 3394: 3390: 3384: 3379: 3378: 3371: 3367: 3363: 3359: 3355: 3351: 3347: 3343: 3339: 3334: 3330: 3326: 3322: 3318: 3314: 3310: 3305: 3301: 3297: 3292: 3290: 3287:Pavel Senin, 3286: 3285: 3272: 3268: 3264: 3260: 3256: 3252: 3248: 3241: 3233: 3229: 3225: 3221: 3217: 3213: 3209: 3205: 3201: 3194: 3186: 3182: 3177: 3172: 3168: 3164: 3159: 3154: 3150: 3146: 3142: 3138: 3134: 3127: 3119: 3115: 3111: 3105: 3101: 3097: 3093: 3086: 3079: 3071: 3067: 3062: 3057: 3052: 3047: 3043: 3039: 3034: 3029: 3025: 3021: 3017: 3010: 3002: 2998: 2994: 2990: 2986: 2982: 2975: 2967: 2963: 2959: 2955: 2951: 2947: 2943: 2939: 2932: 2921: 2914: 2906: 2902: 2898: 2894: 2890: 2886: 2879: 2871: 2867: 2862: 2857: 2853: 2849: 2845: 2841: 2837: 2833: 2829: 2825: 2821: 2814: 2806: 2800: 2796: 2789: 2781: 2777: 2772: 2767: 2763: 2759: 2755: 2751: 2747: 2740: 2732: 2728: 2724: 2720: 2716: 2712: 2705: 2697: 2691: 2687: 2683: 2679: 2675: 2668: 2666: 2664: 2662: 2647: 2643: 2639: 2635: 2630: 2625: 2621: 2617: 2610: 2602: 2598: 2593: 2588: 2584: 2580: 2576: 2572: 2568: 2564: 2560: 2553: 2545: 2541: 2537: 2533: 2529: 2525: 2518: 2516: 2507: 2503: 2499: 2492: 2484: 2480: 2475: 2470: 2466: 2462: 2458: 2454: 2450: 2443: 2441: 2431: 2426: 2422: 2418: 2414: 2407: 2398: 2393: 2389: 2385: 2381: 2374: 2366: 2362: 2358: 2354: 2350: 2346: 2342: 2338: 2331: 2329: 2320: 2316: 2312: 2308: 2304: 2300: 2296: 2292: 2285: 2276: 2271: 2267: 2263: 2256: 2248: 2244: 2240: 2236: 2232: 2228: 2223: 2218: 2214: 2210: 2203: 2201: 2199: 2190: 2186: 2182: 2176: 2172: 2168: 2163: 2158: 2154: 2147: 2145: 2136: 2132: 2128: 2124: 2120: 2116: 2111: 2106: 2102: 2098: 2091: 2083: 2079: 2075: 2071: 2067: 2063: 2056: 2046: 2039: 2033: 2024: 2017: 2011: 2004: 1998: 1990: 1986: 1982: 1978: 1973: 1968: 1964: 1960: 1953: 1951: 1942: 1938: 1934: 1928: 1924: 1920: 1916: 1912: 1905: 1897: 1893: 1889: 1883: 1879: 1875: 1870: 1865: 1861: 1857: 1850: 1842: 1838: 1834: 1830: 1826: 1822: 1815: 1808: 1804: 1800: 1796: 1791: 1786: 1782: 1778: 1771: 1767: 1757: 1754: 1752: 1749: 1747: 1744: 1742: 1739: 1737: 1734: 1732: 1729: 1727: 1724: 1722: 1719: 1717: 1714: 1713: 1707: 1699: 1697: 1687: 1680: 1662: 1661:DTAI Distance 1658: 1655: 1651: 1648: 1645: 1642: 1638: 1634: 1631: 1627: 1624: 1620: 1616: 1612: 1609: 1605: 1602: 1598: 1595: 1592: 1589: 1585: 1582: 1581:Sketch-a-Char 1579: 1576: 1572: 1569: 1565: 1561: 1558: 1554: 1550: 1547: 1543: 1540: 1536: 1533: 1529: 1525: 1521: 1518: 1515: 1512: 1509: 1506: 1502: 1498: 1494: 1490: 1486: 1483: 1479: 1476: 1472: 1469: 1465: 1464: 1458: 1456: 1450: 1448: 1444: 1439: 1437: 1433: 1429: 1419: 1417: 1411: 1409: 1399: 1375: 1365: 1362: 1359: 1351: 1345: 1342: 1339: 1333: 1320: 1304: 1296: 1293: 1290: 1284: 1278: 1275: 1272: 1266: 1241: 1238: 1235: 1227: 1221: 1218: 1215: 1209: 1186: 1183: 1180: 1174: 1160: 1158: 1149: 1140: 1138: 1128: 1125: 1114: 1110: 1109:ineffective. 1106: 1098: 1096: 1074: 1071: 1068: 1056: 1033: 1030: 1024: 1015: 1013: 997: 994: 991: 966: 963: 960: 956: 949: 929: 906: 903: 900: 897: 894: 890: 883: 879: 871: 863: 847: 827: 804: 801: 795: 781: 764:DTW := 0 746: 732: 729: 721: 718: 715: 677: 674: 671: 653: 630: 627: 624: 602: 583: 564: 561: 558: 515: 513: 508: 506: 502: 498: 494: 490: 484: 482: 478: 474: 469: 466: 465:optimal match 461: 459: 440: 437: 434: 428: 422: 419: 416: 410: 404: 401: 398: 372: 369: 366: 340: 337: 334: 311: 308: 305: 285: 282: 279: 259: 256: 253: 229: 209: 189: 169: 149: 146: 143: 123: 120: 117: 109: 106: 103: 100: 99: 98: 96: 92: 91:optimal match 87: 85: 81: 77: 73: 68: 67:accelerations 63: 59: 55: 51: 42: 34: 27: 21: 3437: 3433: 3405:. Springer. 3398: 3376: 3341: 3337: 3315:(1): 43–49. 3312: 3308: 3299: 3295: 3254: 3250: 3240: 3207: 3203: 3193: 3140: 3136: 3126: 3091: 3078: 3023: 3019: 3009: 2984: 2980: 2974: 2941: 2937: 2931: 2913: 2891:(1): 87–95. 2888: 2884: 2878: 2827: 2823: 2813: 2794: 2788: 2756:(1): 22–59. 2753: 2749: 2739: 2714: 2710: 2704: 2677: 2649:. Retrieved 2619: 2609: 2566: 2562: 2552: 2530:(1): 43–49. 2527: 2523: 2505: 2501: 2491: 2456: 2452: 2420: 2416: 2406: 2387: 2383: 2373: 2340: 2336: 2294: 2290: 2284: 2265: 2261: 2255: 2212: 2208: 2152: 2100: 2096: 2090: 2065: 2061: 2055: 2045: 2032: 2023: 2010: 1997: 1962: 1958: 1914: 1904: 1859: 1849: 1824: 1820: 1814: 1780: 1776: 1770: 1705: 1693: 1676: 1668:Applications 1622: 1618: 1556: 1511:FastDTW fork 1504: 1500: 1496: 1492: 1451: 1440: 1425: 1412: 1405: 1321: 1166: 1155: 1146: 1134: 1120: 1111: 1107: 1104: 1016: 787: 778: 654: 603: 588: 521: 509: 500: 496: 492: 491:(original), 488: 485: 473:non-linearly 470: 462: 324:matrix from 245: 88: 57: 53: 47: 25: 3296:Kibernetika 3143:(1): 1693. 2155:: 522–530. 95:time series 78:and online 3475:Categories 3257:: 102599. 3210:: 105036. 3033:1601.02775 2651:2023-04-17 2629:2301.10350 2459:: 109333. 2343:(3): 678. 2222:2102.07076 2215:: 107895. 2162:1808.09617 1972:2102.05221 1869:1502.01063 1790:1606.03295 1762:References 1528:dtw-python 1482:lbimproved 1398:is large. 784:Complexity 499:(warped), 202:and index 26:vice versa 3358:0005-8580 3271:1544-6123 3232:230536868 3224:0140-9883 3167:2045-2322 3118:246291550 2958:0748-612X 2905:0377-2063 2852:0001-4966 2646:1573-756X 2583:1384-5810 2483:256182457 2390:: 76–91. 2275:1012.2789 2247:231925247 2110:0811.3301 2082:207056701 1989:235313990 1683:very less 1654:Multi_DTW 1615:simpledtw 1524:DTW suite 1376:γ 1363:− 1294:− 1239:− 992:ϵ 984:for some 967:ϵ 964:− 904:⁡ 898:⁡ 730:≤ 719:− 675:− 628:− 562:− 507:section. 483:to hold. 309:× 62:algorithm 3464:31607834 3366:12857347 3329:17900407 3302:: 81–88. 3185:35105929 3070:27657545 2870:19045800 2780:23956495 2601:30930678 2544:17900407 2365:14850691 2319:28688330 2268:: 1–35. 2189:52120426 2050:569—573. 1941:16094517 1841:52070903 1807:88515233 1710:See also 1588:MatchBox 820:, where 750:, w: int 60:) is an 3455:6790126 3176:8807815 3145:Bibcode 3061:5033575 3038:Bibcode 2989:Bibcode 2987:: 1–7. 2966:8461145 2861:2677351 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Index




time series analysis
algorithm
accelerations
speech recognition
speaker recognition
signature recognition
shape matching
optimal match
time series
Delannoy number
optimal match
non-linearly
sequence alignment
triangle inequality
average sequence
Needleman–Wunsch algorithm
Sharir
Strong exponential time hypothesis
Hirschberg's algorithm
multiple alignment
nearest-neighbour classifier
Graphical Time Warping
missing values
An open-source implementation of DTW-AROW
functional data analysis
radial basis function
diffeomorphism

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.

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