Abstract:
Since its introduction to the computer science community, the Dynamic Time Warping (DTW) algorithm has demonstrated good performance with time series data. While this ela...Show MoreMetadata
Abstract:
Since its introduction to the computer science community, the Dynamic Time Warping (DTW) algorithm has demonstrated good performance with time series data. While this elastic measure is known for its effectiveness with time series sequence comparisons, the possibility of pathological warping paths weakens the algorithms potential considerably. Techniques centering on pruning off impossible mappings or lowering data dimensions such as windowing, slope weighting, step pattern, and approximation have been proposed over the years to reduce the possibility of pathological warping paths with Dynamic Time Warping. However, because the current DTW improvement techniques are mostly global methods, they are either limited in effect or limit the warping path excessively. We believe segmenting time series at significant feature points will alleviate some of the pathological warpings, and at the same time allowing us to obtain more intuitive warpings. Our heuristic approaches the problem from the human perspective of sequence comparison: by identifying global similarity before local similarities. We use easily identifiable peaks as the significant feature. The final distance is the DTW distance sum of all segments of time series. In this paper, we explore the impact of different peak identification parameters on Dynamic Time Warping and demonstrate how segmentation can help to avoid pathological warpings.
Date of Conference: 10-13 December 2018
Date Added to IEEE Xplore: 24 January 2019
ISBN Information: