Scaling up Dynamic Time Warping for Datamining Applications

Scaling up Dynamic Time Warping for Datamining Applications

2000 | Eamonn J. Keogh, Michael J. Pazzani
This paper addresses the challenge of comparing time series data, which is a common task in data mining applications. Traditional methods, such as Euclidean distance, can be highly sensitive to small distortions in the time axis, leading to inaccurate similarity measurements. Dynamic Time Warping (DTW) is proposed as a more robust alternative, but it is computationally expensive. The authors introduce Piecewise Dynamic Time Warping (PDWTW), which operates on a higher-level abstraction of the data using Piecewise Aggregate Approximation (PAA). This approach significantly reduces the computational complexity of DTW by one to two orders of magnitude while maintaining or improving accuracy. The paper includes a detailed review of DTW, the introduction of PAA and PDWTW, experimental results on real-world datasets, and a discussion of related work. The experiments demonstrate that PDWTW outperforms both DTW and Euclidean distance in terms of speed and accuracy, making it a promising technique for large-scale time series analysis.This paper addresses the challenge of comparing time series data, which is a common task in data mining applications. Traditional methods, such as Euclidean distance, can be highly sensitive to small distortions in the time axis, leading to inaccurate similarity measurements. Dynamic Time Warping (DTW) is proposed as a more robust alternative, but it is computationally expensive. The authors introduce Piecewise Dynamic Time Warping (PDWTW), which operates on a higher-level abstraction of the data using Piecewise Aggregate Approximation (PAA). This approach significantly reduces the computational complexity of DTW by one to two orders of magnitude while maintaining or improving accuracy. The paper includes a detailed review of DTW, the introduction of PAA and PDWTW, experimental results on real-world datasets, and a discussion of related work. The experiments demonstrate that PDWTW outperforms both DTW and Euclidean distance in terms of speed and accuracy, making it a promising technique for large-scale time series analysis.
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