Dynamic State Warping
The ubiquity of sequences in many domains enhances significant recent interest in sequence learning, for which a basic problem is how to measure the distance between sequences. Dynamic time warping (DTW) aligns two sequences by nonlinear local warping and returns a distance value. DTW shows superior ability in many applications, e.g. video, image, etc. However, in DTW, two points are paired essentially based on point-to-point Euclidean distance (ED) without considering the autocorrelation of sequences. Thus, points with different semantic meanings, e.g. peaks and valleys, may be matched providing their coordinate values are similar. As a result, DTW is sensitive to noise and poorly interpretable. This paper proposes an efficient and flexible sequence alignment algorithm, dynamic state warping (DSW). DSW converts each time point into a latent state, which endows point-wise autocorrelation information. Alignment is performed by using the state sequences. Thus DSW is able to yield alignment that is semantically more interpretable than that of DTW. Using one nearest neighbor classifier, DSW shows significant improvement on classification accuracy in comparison to ED (70/85 wins) and DTW (74/85 wins). We also empirically demonstrate that DSW is more robust and scales better to long sequences than ED and DTW.
Code (0)
등록된 구현이 없습니다.
Tasks
Dynamic Time WarpingMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
A General Optimization Framework for Dynamic Time Warping
The goal of dynamic time warping is to transform or warp time in order to approximately align two signals together. We pose the choice of warping function as an optimization problem with several terms in the objective. T…
Dynamic Time WarpingExact Mean Computation in Dynamic Time Warping Spaces
Dynamic time warping constitutes a major tool for analyzing time series. In particular, computing a mean series of a given sample of series in dynamic time warping spaces (by minimizing the Fr\'echet function) is a chall…
BenchmarkingDynamic Time WarpingTime SeriesTime Series AnalysisMultiscale Manifold Warping
Many real-world applications require aligning two temporal sequences, including bioinformatics, handwriting recognition, activity recognition, and human-robot coordination. Dynamic Time Warping (DTW) is a popular alignme…
Activity RecognitionDynamic Time WarpingHandwriting RecognitionTemporal SequencesDeep Attentive Time Warping
Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suff…
Dynamic Time WarpingMetric LearningTime SeriesTime Series ClassificationAmercing: An Intuitive, Elegant and Effective Constraint for Dynamic Time Warping
Dynamic Time Warping (DTW), and its constrained (CDTW) and weighted (WDTW) variants, are time series distances with a wide range of applications. They minimize the cost of non-linear alignments between series. CDTW and W…
Dynamic Time WarpingTime SeriesTime Series AnalysisTime Series Classification