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Tight lower bounds for dynamic time warping
Pattern Recognition ( IF 7.5 ) Pub Date : 2021-02-16 , DOI: 10.1016/j.patcog.2021.107895
Geoffrey I. Webb , François Petitjean

Dynamic Time Warping (DTW) is a popular similarity measure for aligning and comparing time series. Due to DTW’s high computation time, lower bounds are often employed to screen poor matches. Many alternative lower bounds have been proposed, providing a range of different trade-offs between tightness and computational efficiency. LB_KEOGH provides a useful trade-off in many applications. Two recent lower bounds, LB_IMPROVED and LB_ENHANCED, are substantially tighter than LB_KEOGH. All three have the same worst case computational complexity—linear with respect to series length and constant with respect to window size. We present four new DTW lower bounds in the same complexity class. LB_PETITJEAN is substantially tighter than LB_IMPROVED, with only modest additional computational overhead. LB_WEBB is more efficient than LB_IMPROVED, while often providing a tighter bound. LB_WEBB is always tighter than LB_KEOGH. The parameter free LB_WEBB is usually tighter than LB_ENHANCED. A parameterized variant, LB_Webb_Enhanced, is always tighter than LB_ENHANCED. A further variant, LB_WEBB*, is useful for some constrained distance functions. In extensive experiments, LB_WEBB proves to be very effective for nearest neighbor search.



中文翻译:

严格的下限,可动态调整时间

动态时间规整(DTW)是用于对齐和比较时间序列的一种流行的相似性度量。由于DTW的运算时间长,下限通常用于筛选不匹配的内容。已经提出了许多替代的下限,从而在紧密度和计算效率之间提供了一系列不同的权衡。_凯奥在许多应用程序中提供了有用的折衷。最近的两个下限,_改良的_增强_凯奥。这三个变量都具有相同的最坏情况的计算复杂性-相对于序列长度是线性的,而相对于窗口大小是恒定的。我们提出了四个新的DTW 同一复杂度类别中的下界。 _佩蒂让_改良的 仅需少量的额外计算开销。 _WEBB_改良的 同时通常会提供更严格的界限。 _WEBB 总是比 _凯奥。无参数_WEBB 通常比 _增强。参数化变体LB_Webb_Enhanced总是比_增强。另一个变体_WEBB*对于某些约束距离函数很有用。在广泛的实验中_WEBB 事实证明,它对于最近邻居搜索非常有效。

更新日期:2021-03-01
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