The dynamic time warping (DTW) is a popular similarity measure between time series. The DTW fails to satisfy the triangle inequality and its computation requires quadratic time. Hence, to find closest neighbors quickly, we use bounding techniques. We can avoid most DTW computations with an inexpensive lower bound (LB_Keogh). We compare LB_Keogh with a tighter lower bound (LB_Improved). We find that LB_Improved-based search is faster. As an example, our approach is 2-3 times faster over random-walk and shape time series.
@cite_33 have shown that retrieval under the DTW can be faster by mixing progressively finer resolution and by applying early abandoning @cite_31 to the dynamic programming computation.
@cite_31 @cite_33
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In many applications, it is desirable to monitor a streaming time series for predefined patterns. In domains as diverse as the monitoring of space telemetry, patient intensive care data, and insect populations, where data streams at a high rate and the number of predefined patterns is large, it may be impossible for the comparison algorithm to keep up. We propose a novel technique that exploits the commonality among the predefined patterns to allow monitoring at higher bandwidths, while maintaining a guarantee of no false dismissals. Our approach is based on the widely used envelope-based lower bounding technique. Extensive experiments demonstrate that our approach achieves tremendous improvements in performance in the offline case, and significant improvements in the fastest possible arrival rate of the data stream that can be processed with guaranteed no false dismissal. Time-series data naturally arise in countless domains, such as meteorology, astrophysics, geology, multimedia, and economics. Similarity search is very popular, and DTW (Dynamic Time Warping) is one of the two prevailing distance measures. Although DTW incurs a heavy computation cost, it provides scaling along the time axis. In this paper, we propose FTW (Fast search method for dynamic Time Warping), which guarantees no false dismissals in similarity query processing. FTW efficiently prunes a significant number of the search cost. Experiments on real and synthetic sequence data sets reveals that FTW is significantly faster than the best existing method, up to 222 times.