I want to do supervised classification on time series data with Dynamic Time Warping (DTW) and nearest neighbour approach. What is the best way to determine a reference time series for each class?
It is right, that I do not need a reference time series in terms of statistical results. However, in my real-time setting, calculating the DTW for a new time series to all available labelled training time series (potentially thousands to tens of thausands) takes a whole lot of time. Thus, for each class I want to reduce the number of reference time series to a manageable number.