The problem of indexing time series has attracted much research interest in the database community. Most algorithms used to index time series utilize the Euclidean distance or some variation thereof. However is has been forcefully shown that the Euclidean distance is a very brittle distance measure. Dynamic Time Warping (DTW) is a much more robust distance measure for time series, allowing similar shapes to match even if they are out of phase in the time axis.

There has been much recent interest in adapting data mining algorithms to time series databases. Many of these algorithms need to compare time series. Typically some variation or extension of Euclidean distance is used. However, as we demonstrate in this paper, Euclidean distance can be an extremely brittle distance measure. Dynamic time warping (DTW) has been suggested as a technique to allow more robust distance calculations, however it is computationally expensive. In this paper we introduce a modification of DTW which operates on a higher level abstraction of the data, in particular, a piecewise linear representation. We demonstrate that our approach allows us to outperform DTW by one to three orders of magnitude. We experimentally evaluate our approach on medical, astronomical and sign language data.

It has long been known that Dynamic Time Warping (DTW) is superior to Euclidean distance for classification and clustering of time series. However, until lately, most research has utilized Euclidean distance because it is more efficiently calculated. A recently introduced technique that greatly mitigates DTWs demanding CPU time has sparked a flurry of research activity. However, the technique and its many extensions still only allow DTW to be applied to moderately large datasets. In addition, almost all of the research on DTW has focused exclusively on speeding up its calculation; there has been little work done on improving its accuracy. In this work, we target the accuracy aspect of DTW performance and introduce a new framework that learns arbitrary constraints on the warping path of the DTW calculation. Apart from improving the accuracy of classification, our technique as a side effect speeds up DTW by a wide margin as well. We show the utility of our approach on datasets from diverse domains and demonstrate significant gains in accuracy and efficiency.

There has been much recent interest in adapting data mining algorithms to time series databases. Most of these algorithms need to compare time series. Typically some variation of Euclidean distance is used. However, as we demonstrate in this paper, Euclidean distance can be an extremely brittle distance measure. Dynamic time warping (DTW) has been suggested as a technique to allow more robust distance calculations, however it is computationally expensive. In this paper we introduce a modification of DTW which operates on a higher level abstraction of the data, in particular, a Piecewise Aggregate Approximation (PAA). Our approach allows us to outperform DTW by one to two orders of magnitude, with no loss of accuracy.

Time series are a ubiquitous form of data occurring in virtually every scientific discipline. A common task with time series data is comparing one sequence with another. In some domains a very simple distance measure, such as Euclidean distance will suffice. However, it is often the case that two sequences have the approximately the same overall

Time series are a ubiquitous form of data occurring in virtually every scientific discipline and business application. There has been much recent work on adapting data mining algorithms to time series databases. For example, Das et al. attempt to show how association rules can be learned from time series [7]. Debregeas and Hebrail [8]

A method for the simultaneous localization and recognition of dynamic hand gestures is proposed. At the core of this method is a dynamic space-time warping (DSTW) algorithm, that aligns a pair of query and model gestures in both space and time. For every frame of the query sequence, feature detectors generate multiple hand region candidates. Dynamic programming is then used to compute both a global matching cost, which is used to recognize the query gesture, and a warping path, which aligns the query and model sequences in time, and also finds the best hand candidate region in every query frame. The proposed framework includes translation invariant recognition of gestures, a desirable property for many HCI systems. The performance of the approach is evaluated on a dataset of hand signed digits gestured by people wearing short sleeve shirts, in front of a background containing other non-hand skincolored objects. The algorithm simultaneously localizes the gesturing hand and recognizes the hand-signed digit. Although DSTW is illustrated in a gesture recognition setting, the proposed algorithm is a general method for matching time series, that allows for multiple candidate feature vectors to be extracted at each time step.

Abstract — A method is proposed for indexing spaces with arbitrary distance measures, so as to achieve efficient approximate nearest neighbor retrieval. Hashing methods, such as Locality Sensitive Hashing (LSH), have been successfully applied for similarity indexing in vector spaces and string spaces under the Hamming distance. The key novelty of the hashing technique proposed here is that it can be applied to spaces with arbitrary distance measures, including non-metric distance measures. First, we describe a domain-independent method for constructing a family of binary hash functions. Then, we use these functions to construct multiple multibit hash tables. We show that the LSH formalism is not applicable for analyzing the behavior of these tables as index structures. We present a novel formulation, that uses statistical observations from sample data to analyze retrieval accuracy and efficiency for the proposed indexing method. Experiments on several real-world data sets demonstrate that our method produces good trade-offs between accuracy and efficiency, and significantly outperforms VP-trees, which are a well-known method for distance-based indexing. I.

Abstract. Similarity search is a core module of many data analysis tasks, including search by example, classification, and clustering. For time series data, Dynamic Time Warping (DTW) has been proven a very effective similarity measure, since it minimizes the effects of shifting and distortion in time. However, the quadratic cost of DTW computation to the length of the matched sequences makes its direct application on databases of long time series very expensive. We propose a technique that decomposes the sequences into a number of segments and uses cheap approximations thereof to compute fast lower bounds for their warping distances. We present several, progressively tighter bounds, relying on the existence or not of warping constraints. Finally, we develop an index and a multi-step technique that uses the proposed bounds and performs two levels of filtering to efficiently process similarity queries. A thorough experimental study suggests that our method consistently outperforms state-of-the-art methods for DTW similarity search.

Abstract—This paper describes BoostMap, a method for efficient nearest neighbor retrieval under computationally expensive distance measures. Database and query objects are embedded into a vector space in which distances can be measured efficiently. Each embedding is treated as a classifier that predicts for any three objects X, A, B whether X is closer to A or to B. It is shown that a linear combination of such embedding-based classifiers naturally corresponds to an embedding and a distance measure. Based on this property, the BoostMap method reduces the problem of embedding construction to the classical boosting problem of combining many weak classifiers into an optimized strong classifier. The classification accuracy of the resulting strong classifier is a direct measure of the amount of nearest neighbor structure preserved by the embedding. An important property of BoostMap is that the embedding optimization criterion is equally valid in both metric and nonmetric spaces. Performance is evaluated in databases of hand images, handwritten digits, and time series. In all cases, BoostMap significantly improves retrieval efficiency with small losses in accuracy compared to brute-force search. Moreover, BoostMap significantly outperforms existing nearest neighbor retrieval methods such as Lipschitz embeddings, FastMap, and VP-trees. Index Terms—Indexing methods, embedding methods, similarity matching, multimedia databases, nearest neighbor retrieval, nearest