Scaling up dynamic time warping for datamining applications

There has been much recent interest in adapting data mining algorithms to time series databases. Most of these algorithms need to compare time series. Typically some variation of Euclidean distance is used. However, as we demonstrate in this paper, Euclidean distance can be an extremely brittle distance measure. Dynamic time warping (DTW) has been suggested as a technique to allow more robust distance calculations, however it is computationally expensive. In this paper we introduce a tion of DTW which operates on a higher level abstraction of the data, in particular, a Piecewise Aggregate Approximation (PAA). Our approach allows us to outperform DTW by one to two orders of magnitude, with no loss of accuracy. Keywords Time series, similarity measures, Dynamic Time Warping.

• Type: Conference
• Year: 2000
• Where: KDD
• Authors: Eamonn J. Keogh, Michael J. Pazzani
• Keywords: Data Mining, Dynamic Time Warping, Euclidean Distance, KDD 2000, Time Series