Iterative Multi Scale Dynamic Time Warping

Arno Zinke and D. Mayer
Universität Bonn, Technical Report number CG-2006-1, Nov. 2006
 

Abstract

Dynamic Time Warping (DTW) is a frequently used technique for the optimal alignment of sequences with respect to given constraints. The main disadvantage of DTW are both its time and memory complexity. We present a novel iterative scheme which can significantly improve the DTW performance with respect to computation time and memory requirements in case of very large sequences. In contrast to previous iterative approaches which were designed for clustering time series with respect to shape, our method is suitable for precise alignments for a wide range of different features and similarity measures.

Keywords: dynamic time warping, Multi Scale DTW

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Bibtex

@TECHREPORT{cg-2006-1,
       author = {Zinke, Arno and Mayer, D.},
        title = {Iterative Multi Scale Dynamic Time Warping},
       number = {CG-2006-1},
         year = {2006},
        month = nov,
  institution = {Universit{\"a}t Bonn},
     keywords = {dynamic time warping, Multi Scale DTW},
     abstract = {Dynamic Time Warping (DTW) is a frequently used technique for the optimal alignment of sequences
                 with respect
                 to given constraints. The main disadvantage of DTW are both its time and memory complexity. We
                 present a
                 novel iterative scheme which can significantly improve the DTW performance with respect to
                 computation time
                 and memory requirements in case of very large sequences. In contrast to previous iterative
                 approaches which were
                 designed for clustering time series with respect to shape, our method is suitable for precise
                 alignments for a wide
                 range of different features and similarity measures.},
         issn = {1610-8892}
}