Fast Exact Dynamic Time Warping on Run-Length Encoded Time Series

dc.contributor.authorFroese, Vincent
dc.contributor.authorJain, Brijnesh
dc.contributor.authorRymar, Maciej
dc.contributor.authorWeller, Mathias
dc.date.accessioned2023-03-01T13:36:35Z
dc.date.available2023-03-01T13:36:35Z
dc.date.issued2022-09-22
dc.description.abstractDynamic Time Warping (DTW) is a well-known similarity measure for time series. The standard dynamic programming approach to compute the DTW distance of two length-n time series, however, requires O(n2) time, which is often too slow for real-world applications. Therefore, many heuristics have been proposed to speed up the DTW computation. These are often based on lower bounding techniques, approximating the DTW distance, or considering special input data such as binary or piecewise constant time series. In this paper, we present a first exact algorithm to compute the DTW distance of two run-length encoded time series whose running time only depends on the encoding lengths of the inputs. The worst-case running time is cubic in the encoding length. In experiments we show that our algorithm is indeed fast for time series with short encoding lengths.en
dc.description.sponsorshipTU Berlin, Open-Access-Mittel – 2022
dc.identifier.eissn1432-0541
dc.identifier.issn0178-4617
dc.identifier.urihttps://depositonce.tu-berlin.de/handle/11303/18262
dc.identifier.urihttps://doi.org/10.14279/depositonce-17055
dc.language.isoen
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subject.ddc510 Mathematikde
dc.subject.othertime series similarityen
dc.subject.othersparse dataen
dc.subject.otherblock matrixen
dc.subject.otherline intersectionsen
dc.titleFast Exact Dynamic Time Warping on Run-Length Encoded Time Seriesen
dc.typeArticle
dc.type.versionpublishedVersion
dcterms.bibliographicCitation.doi10.1007/s00453-022-01038-3
dcterms.bibliographicCitation.journaltitleAlgorithmica
dcterms.bibliographicCitation.originalpublishernameSpringer Nature
dcterms.bibliographicCitation.originalpublisherplaceHeidelberg
dcterms.bibliographicCitation.pageend508
dcterms.bibliographicCitation.pagestart492
dcterms.bibliographicCitation.volume85
dcterms.rightsHolder.referenceCreative-Commons-Lizenz
tub.accessrights.dnbfree
tub.affiliationFak. 4 Elektrotechnik und Informatik::Inst. Softwaretechnik und Theoretische Informatik::FG Algorithmik und Komplexitätstheorie
tub.publisher.universityorinstitutionTechnische Universität Berlin

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