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Reports (Research Report) Year : 2011

Improving the Efficiency of Traditional DTW Accelerators

Romain Tavenard
Laurent Amsaleg

Abstract

Dynamic Time Warping (DTW) is the most popular approach for evaluating the similarity of time series, but its computation is costly. Therefore, simple functions lower bounding DTW distances have been designed, accelerating searches by quickly pruning sequences that could not possibly be best matches. The tighter the bounds, the more they prune and the better the performance. Designing new functions that are even tighter is difficult because their computation is likely to become complex, canceling the benefits of their pruning. It is possible, however, to design simple functions with a higher pruning power by relaxing the no false dismissal assumption, resulting in approximate lower bound functions. This paper describes how very popular approaches accelerating DTW such as LB_Keogh and LB_PAA can be made more efficient via approximations. The accuracy of approximations can be tuned, ranging from no false dismissal to potential losses when aggressively set for great response time savings. At very large scale, indexing time series is mandatory. This paper also describes how approximate lower bound functions can be used with iSAX. Furthermore, it shows that a kmeans-based quantization step for iSAX gives significant performance gains.
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Dates and versions

hal-00639215 , version 1 (08-11-2011)
hal-00639215 , version 2 (15-11-2011)
hal-00639215 , version 3 (25-01-2012)

Identifiers

  • HAL Id : hal-00639215 , version 3

Cite

Romain Tavenard, Laurent Amsaleg. Improving the Efficiency of Traditional DTW Accelerators. [Research Report] 2011, pp.19. ⟨hal-00639215v3⟩
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