SparseDTW: A novel approach to speed up dynamic time warping

Ghazi Al-Naymat, Sanjay Chawla, Javid Taheri

Research output: Chapter in Book/Report/Conference proceedingConference contribution

52 Citations (Scopus)

Abstract

We present a new space-efficient approach, (SparseDTW), to compute the Dynamic Time Warping (DTW) distance between two time series that always yields the optimal result. This is in contrast to other known approaches which typically sacrifice optimality to attain space efficiency. The main idea behind our approach is to dynamically exploit the existence of similarity and/or correlation between the time series. The more the similarity between the time series the less space required to compute the DTW between them. To the best of our knowledge, all other techniques to speedup DTW, impose apriori constraints and do not exploit similarity characteristics that may be present in the data. We conduct experiments and demonstrate that SparseDTW outperforms previous approaches.

Original languageEnglish
Title of host publicationAusDM'09 - Conferences in Research and Practice in Information TechnologyConferences in Research and Practice in Information Technology
Pages117-127
Number of pages11
Publication statusPublished - 1 Dec 2009
Event8th Australasian Data Mining Conference, AusDM 2009 - Melbourne, VIC, Australia
Duration: 1 Dec 20094 Dec 2009

Publication series

NameConferences in Research and Practice in Information Technology Series
Volume101
ISSN (Print)1445-1336

Conference

Conference8th Australasian Data Mining Conference, AusDM 2009
CountryAustralia
CityMelbourne, VIC
Period1/12/094/12/09

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Keywords

  • Data mining
  • Dynamic time warping
  • Similarity measures
  • Time series

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Computer Science Applications
  • Hardware and Architecture
  • Information Systems
  • Software

Cite this

Al-Naymat, G., Chawla, S., & Taheri, J. (2009). SparseDTW: A novel approach to speed up dynamic time warping. In AusDM'09 - Conferences in Research and Practice in Information TechnologyConferences in Research and Practice in Information Technology (pp. 117-127). (Conferences in Research and Practice in Information Technology Series; Vol. 101).