Scaling and time warping in time series querying

The last few years have seen an increasing understanding that dynamic time warping (DTW), a technique that allows local flexibility in aligning time series, is superior to the ubiquitous Euclidean distance for time series classification, clustering, and indexing. More recently, it has been shown tha...

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Veröffentlicht in:The VLDB journal 2008-07, Vol.17 (4), p.899-921
Hauptverfasser: Fu, Ada Wai-Chee, Keogh, Eamonn, Lau, Leo Yung Hang, Ratanamahatana, Chotirat Ann, Wong, Raymond Chi-Wing
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Sprache:eng
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Zusammenfassung:The last few years have seen an increasing understanding that dynamic time warping (DTW), a technique that allows local flexibility in aligning time series, is superior to the ubiquitous Euclidean distance for time series classification, clustering, and indexing. More recently, it has been shown that for some problems, uniform scaling (US), a technique that allows global scaling of time series, may just be as important for some problems. In this work, we note that for many real world problems, it is necessary to combine both DTW and US to achieve meaningful results. This is particularly true in domains where we must account for the natural variability of human actions, including biometrics, query by humming, motion-capture/animation, and handwriting recognition. We introduce the first technique which can handle both DTW and US simultaneously, our techniques involve search pruning by means of a lower bounding technique and multi-dimensional indexing to speed up the search. We demonstrate the utility and effectiveness of our method on a wide range of problems in industry, medicine, and entertainment.
ISSN:1066-8888
0949-877X
DOI:10.1007/s00778-006-0040-z