Abstract

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.

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