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2012
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A Novel Approximation to Dynamic Time Warping allows Anytime Clustering of Massive Time Series Datasets

7 years 1 months ago
A Novel Approximation to Dynamic Time Warping allows Anytime Clustering of Massive Time Series Datasets
Given the ubiquity of time series data, the data mining community has spent significant time investigating the best time series similarity measure to use for various tasks and domains. After more than a decade of extensive efforts, there is increasing evidence that Dynamic Time Warping (DTW) is very difficult to beat. Given that, recent efforts have focused on making the intrinsically slow DTW algorithm faster. For the similarity-search task, an important subroutine in many data mining algorithms, significant progress has been made by replacing the vast majority of expensive DTW calculations with cheap-to-compute lower bound calculations. However, these lower bound based optimizations do not directly apply to clustering, and thus for some realistic problems, clustering with DTW can take days or weeks. In this work, we show that we can mitigate this untenable lethargy by casting DTW clustering as an anytime algorithm. At the heart of our algorithm is a novel data-adaptive approximation...
Qiang Zhu 0002, Gustavo E. A. P. A. Batista, Thana
Added 29 Sep 2012
Updated 29 Sep 2012
Type Journal
Year 2012
Where SDM
Authors Qiang Zhu 0002, Gustavo E. A. P. A. Batista, Thanawin Rakthanmanon, Eamonn J. Keogh
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