# Questions tagged [dynamic-time-warping]

dynamic time warping, a way of measuring similarity between time series

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### Normalization of time-series data before computing Dynamic Time Warping (DTW)

I am interested in a proper normalization method of my time-series data before computing the dynamic time warping (DTW) distance. Situation: I have four time series (colored in two different green ...
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### Error in Dynamic Time Warping (DTW) algorithm

I am applying Dynamic Time Warping algorithm to measure the distance between 2 time series, but get the following error in R: ...
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### Dynamic Time Warping (DTW) algorithm with different time lengths ... should i truncate time series?

I have $\{Y\}_t$ time series, and want to find the closest time series from $N$ different series, i.e., $\{X^{1}\}_{t}, \{X^{2}\}_{t}, ..., \{X^{N}\}_{t}$, by applying DTW algorithm. Each of $N$ ...
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### DTW - time axis streching

i am currently researching dynamic time warping (DTW). DTW is flexible because the time axis is streched and The sequences are "warped" non-linearly in the time dimension to determine a ...
28 views

### Panel data clustering - how to assess the distance between individuals when the data are multivariate and longitudinal?

I have an (unbalanced) panel dataset with 20 countries, 57 years, and 8 variables, and I would like to cluster the countries according to their dynamic trend in these variables (whether using kmeans ...
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### dynamic time warping step pattern

I am measuring the distance between two time series that are of different length. Time series were built by creating a score of windows of years: t1 = (0,0.5,0.6,..,0.3) of length 72 representing ...
31 views

### Dynamic Time Warping with rolling window

I have two time series, lets say X and Y with 127 and 64 observations in each respectively. I have applied DTW with global constraint to get the distance and then further used that distance to ...
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### Dynamic Time Warping with polarity?

I am trying to quantify the cumulative difference between two time series using dynamic time warping. For example, here I calculated and plotted the DTW distance between Speaker rating (pink line) and ...
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### Time series clustering on large data

I am trying to do K-means clustering on my data which has time series length of 3700 and for (latitude,longitude) points of around 6000 in length. However, timeseries clustering using tslearn package ...
1 vote
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### Vectorizing Dynamic Time Warping (DTW) algorithm

Dynamic Time Warping algorithm has a terrible convergence O(M x N), where M and N are the lengths of the sequences being aligned. This is due to the cost matrix computation, where a sequential ...
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### If I want to identify a suitable control from a large number of time series, is dynamic time warping a good approach?

To test for causality with time series I need a time series with a parallel trend to my treatment group. Is dynamic time warping an appropriate measure to identify a potential control or is there ...
55 views

### Space Complexity Reduction for Dynamic Time Warping

I'm currently trying to use dynamic time warping to group a large number of time-series I have. Unfortunately, each series has around 400000 entries, and Python can't handle creating a 400000 x 400000 ...
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### Sampling time series that are X distance away from a given time series

Given a time series $T_1$, I want to sample time series that are a $\epsilon$-distance away from $T_1$. Let's assume the distance metric is Dynamic Time Warping. The specific problem is, I have a ...
362 views

### What is the purpose of cost function for Dynamic Time Warping

In Data Analysis, Dynamic Time Warping is a method to better speify the similarity between two time series: https://en.wikipedia.org/wiki/Dynamic_time_warping What is the purpose of introducing a cost ...
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1 vote
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### Are metric properties necessary in Dynamic Time Warping?

Let $X$ be an arbitrary set. Metric is a function $$d: X \times X \rightarrow [0, \infty)$$ such that for all $x,y,z \in X$: $d(x,y) = 0 \iff x = y,$ $d(x,y) = d(y,x),$ $d(x,y) + d(y,z) \geq d(x,z).$ ...
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### Time Series clustering: Changing warping window for Dynamic time warping

I'm working on the same type of data and i want to classify the times series to find clear pattern of use. My data is collected from clients of a telecom company, and we want to detect pattern of the ...
548 views

### Dynamic Time Warping: Why does a Sakoe-Chiba band take much more time to calculate than no window?

I'm using dynamic time warping to calculate a distance matrix for a set of about 25 multivariate time series. Each individual time series has over 1000 timestamps, and they are all the same length. ...
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1 vote
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### What exactly is the history of Dynamic Time Warping? Where can I find information?

I am writing a thesis comparing some methods of time series classification, part of which is DTW combined with K-NN algorithm. I'd love to know (and write, backed by reliable references) something ...
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1 vote
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### Can the Kruskal–Wallis test be used to compare two time series?

I'm trying to compare two time series and determine whether they have similar distribution, trends, seasonality etc. So far, I've seen that Dynamic Time Warping and auto-correlation plots can be used ...
334 views

### How to determine time series similarity by magnitude and pattern?

Context I know that Dynamic Time Warping (DTW) can be used to assign a dissimilarity score between two time series. Based on the distance matrix of DTW scores, I can cluster data with say, ...
1 vote
3k views

### Silhouette Score not robust when clustering time series with tslearn

I have 40 univariate Time series which I am clustering with tslearn. To determine a reasonable amount of clusters, I use the silhouette coefficient. However, I noticed that it is extremely unrobust, ...
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### How can the DTW distance between two curves be asymmetric?

According to "Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw package" by T. Giorgino, "the DTW distance is not in general symmetric". From ...
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1 vote
481 views

### Dynamic Time Warping Prior to Calculating Correlation Between Two Signals

I'm trying to find a good way to look at the correlation between signals for a system that has variable resonance time. It seems like Dynamic Time Warping (DTW) might be a good option. I saw a classic ...
636 views

### Does DTW return smaller distance measure than Euclidean Distance?

QUESTION 1: When computing the distance between two time series, shouldn't the DTW distance measure return a smaller distance than the Euclidean distance (assuming DTW internally uses the Euclidean ...
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### Dynamic Time Warping Univariate Time Series to aid in selecting Forecasting Model

I have approximately 174 univariate time series that I would like to forecast. These are all country observations that have been thoroughly cleaned with no outliers or missing values. I would like to ...
299 views

### Dynamic Time Warping and non-stationarity of time series

Dynamic Time Warping (DTW) computes the optimal alignment between points of two time series. If we consider two non-stationary time series (e.g. the first proportional to the second), is the DTW ...
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1 vote
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### When a distance in Dynamic Time Warping is said to be 'short' or 'optimal'?

I'm doing a research on Dynamic Time Warping and I wasn't able to find a certain number to be considered an optimal distance. I wonder if there exists some value or it depends on the datasets ...
61 views

### Dynamic Time Warping - building a distance matrix with any distance that we want?

I am new to Dynamic Time Warping. I understand that we build a distance matrix and then try to find the cheapest path from starting to ending point. Typically euclidean distance is used to calculate ...
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1 vote
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### Practical handling of Dynamic Time Warping for time-series with unequal sampling frequency (irregular time series)

Hi all and thank you for taking time to read this. When I read the general literature about dynamical time warping (and the vignette for the $\texttt{R}$ package $\texttt{dtw}$), the time series seem ...
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### Questions concerning Z-Normalization in Dynamic Time Warping

Here I found this very nice presentation. On page 46 one can read the following: Essentially all datasets must have every subsequence z-normalized. There are a handful of occasions where it does not ...
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### Dynamic Time Warping w/ Different Sampling Rates

I am fairly familiar with the basics of calculating the Dynamic Time Warping distance between two time series but I am not sure if it can handle the following case: Two series sampled at different ...
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### dynamic time warping (DTW): unexpected results

on the wave of the suggestions given to me on this topic I started (time series similarities: which techniques for each transformation?) I decided to give another try at Dynamic Time Warping but I ...
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### Best step pattern for unconstrained/subsequence DTW(Dynamic Time Warping)

I am implementing an unconstrained/subsequence DTW algorithm (in R). The query of data which I am trying to find a match within the reference data is much smaller (as compared to reference). I have ...
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### DTW time warping with time series: statistical soundness

taking off from this topic here (Hierarchical clustering, linkage methods and dynamic time warping) and from this (Dynamic Time Warping Clustering) I was wondering if anyone could tell me what could ...
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### Dynamical time warping for dynamical system classification

I am trying to find a way to classify and segment a large set of time series that each individually describe a dynamical system. I wanted to know if the following idea for doing so is a feasible ...
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1 vote
374 views

### Dynamic time warping data visualization

I am using dynamic time warping to extract similarity between sequences. Basically, my sequences are consist of simple number (chain codes) not a signal or any time series. I did the backtracking and ...
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### Multidimensional dynamic time warping

I am trying to understand how to extend the idea of one dimensional dynamic time warping to the multidimensional case. Lets assume I have a dataset with two dimensions where ...
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### FAMES in case of Dynamic Time Warping

I found this paper Using Pivots to Speed-Up k-Medoids Clustering in which authors explain how to use triangular geometry and cosine law to speed up search of new medoids in case of K-medoids. My ...
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### Dynamic Time Warping Clustering

What would be the approach to use Dynamic Time Warping (DTW) to perform clustering of time series? I have read about DTW as a way to find similarity between two time series, while they could be ...
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### Dynamic Time Warping for finding divergence in timeseries data

I have the time series information of various S&P500 sectors. I need to find which sectors are outliers and diverging from the bunch of sectors. As you can see in image below, in month of October, ...
171 views

### Similarity measure for time series

How can I recognize patterns with different sizes in a time-series? Imagine that I have a template pattern and I need to find that pattern in a symbolic representation of the time-series (stock market ...
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### Dynamic Time Warping for irregular time series

I have been reading a lot about Dynamic Time Warping (DTW) lately. I am very surprised that there is no literature at all on the application of DTW to irregular time series, or at least I could not ...
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### Searching for dynamic time warping step pattern

I am looking for dynamic time warping step pattern (dtw package for R) , which would allow assignment of one query index value to several reference index values (...
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### Does it make sense to use dynamic time warping when clustering time series that all have the same length and sampling interval?

Comparing Euclidean distances with dynamic time warping (DTW): Will Euclidean distance perform better than DTW when clustering time series that all have the same length and sampling interval? Are ...
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### Dynamic Time Warping - Why do we need the lowest cost path

My question is connected with the famous data mining algorithm Dynamic Time Warping also known as only DTW. According to wikipedia, the distance between two sequences is the (i-th,j-th) element of the ...
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### Dynamic Time Warping and normalization

I'm using Dynamic Time Warping to match a "query" and a "template" curve and having reasonable success thus far, but I have some basic questions: I'm assessing a "match" by assessing whether the DTW ...
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### Is the Dynamic Time Warping constraint Itakura Parallelogram based on series length?

I'm looking into the Itakura Parallelogram global constraint for Dynamic Time Warping. I am confused about the maximum width of the parallelogram, is it solely based on the length of the two time ...
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