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Scaling and time warping in time series querying
Authors:Ada Wai-Chee Fu  Eamonn Keogh  Leo Yung Hang Lau  Chotirat Ann Ratanamahatana  Raymond Chi-Wing Wong
Affiliation:(1) The Chinese University of Hong Kong, Shatin, Hong Kong;(2) University of California, Riverside, USA;(3) Computer Engineering Department, Chulalongkorn University, Bangkok, Thailand
Abstract:The last few years have seen an increasing understanding that dynamic time warping (DTW), a technique that allows local flexibility in aligning time series, is superior to the ubiquitous Euclidean distance for time series classification, clustering, and indexing. More recently, it has been shown that for some problems, uniform scaling (US), a technique that allows global scaling of time series, may just be as important for some problems. In this work, we note that for many real world problems, it is necessary to combine both DTW and US to achieve meaningful results. This is particularly true in domains where we must account for the natural variability of human actions, including biometrics, query by humming, motion-capture/animation, and handwriting recognition. We introduce the first technique which can handle both DTW and US simultaneously, our techniques involve search pruning by means of a lower bounding technique and multi-dimensional indexing to speed up the search. We demonstrate the utility and effectiveness of our method on a wide range of problems in industry, medicine, and entertainment.
Keywords:Dynamic time warping  Nearest neighbor search  Scaled and warped matching  Subsequence matching  Uniform scaling
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