Fast Constrained Sparse Dynamic Time Warping

Research Article
Open access

Fast Constrained Sparse Dynamic Time Warping

Youngha Hwang 1*
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  • *corresponding author h.youngha@gmail.com
Published on 26 December 2024 | https://doi.org/10.54254/2755-2721/2025.18742
ACE Vol.120
ISSN (Print): 2755-273X
ISSN (Online): 2755-2721
ISBN (Print): 978-1-83558-809-3
ISBN (Online): 978-1-83558-810-9

Abstract

Dynamic Time Warping (DTW) has been proposed to solve machine learning problems when comparing time series. Such time series can occasionally be sparse due to the inclusion of zero-values at many epochs. Since the traditional DTW does not utilize the sparsity of time series data, various fast algorithms equivalent to DTW were developed: (1) Sparse Dynamic Warping (SDTW); (2) Constrained Sparse Dynamic Time Warping (CSDTW) with the constraint on the warping path; (3) Fast Sparse Dynamic Time Warping (FSDTW) as a fast approximate algorithm of SDTW. This paper develops and analyzes a fast algorithm that approximates CSDTW, Fast Constrained Sparse Dynamic Time Warping (FCSDTW). FCSDTW significantly decreases the computational complexity compared to constrained DTW (CDTW) and also shows speed improvement against CSDTW with negligible errors. This study should add to a framework in sparsity exploitation for reducing complexity.

Keywords:

dynamic time warping, time series, sparsity ratio, global constraint, sparse dynamic time warping

Hwang,Y. (2024). Fast Constrained Sparse Dynamic Time Warping. Applied and Computational Engineering,120,50-58.
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References

[1]. Hiroaki Sakoe and Seibi Chiba. Dynamic programming algorithm optimization for spoken word recognition. IEEE Transactions on Acoustics, Speech and Signal Processing, 26(1):43–49, 1978.

[2]. Claus Bahlmann and Hans Burkhardt. The writer independent online handwriting recognition system frog on hand and cluster generative statistical dynamic time warping. IEEE Transactions on Pattern Analysis and Machine Intelligence, 26(3):299–310, 2004.

[3]. Zsolt Miklos Kovacs-Vajna. A fingerprint verification system based on triangular matching and dynamic time warping. IEEE Transactions on Pattern Analysis and Machine Intelligence, 22(11):1266–1276, 2000.

[4]. Samsu Sempena, Nur Ulfa Maulidevi, and Peb Ruswono Aryan. Human action recognition using dynamic time warping. In Proceedings of the 2011 International Conference on Electrical Engineering and Informatics, pages 1–5. IEEE, 2011.

[5]. Philippe Esling and Carlos Agon. Time-series data mining. ACM Computing Surveys (CSUR), 45(1):12, 2012.

[6]. Tak-chung Fu. A review on time series data mining. Engineering Applications of Artificial Intelligence, 24(1):164–181, 2011.

[7]. Youngha Hwang and Saul B Gelfand. Constrained sparse dynamic time warping. In International Conference on Machine Learning and Applications, pages 216–222. IEEE, 2018.

[8]. Youngha Hwang and Saul B Gelfand. Fast sparse dynamic time warping. In 2022 26th International Conference on Pattern Recognition (ICPR), pages 3872–3877. IEEE, 2022.

[9]. Heather A Eicher-Miller, Saul Gelfand, Youngha Hwang, Edward Delp, Anindya Bhadra, and Jiaqi Guo. Distance metrics optimized for clustering temporal dietary patterning among us adults. Appetite, 144:104451, 2020.

[10]. David Murray and L Stankovic. Refit: electrical load measurements. URL= http://www.refitsmarthomes.org/, 2017.

[11]. Youngha Hwang and Saul B Gelfand. Sparse dynamic time warping. In International Conference on Machine Learning and Data Mining in Pattern Recognition, pages 163–175. Springer, 2017.

[12]. Youngha Hwang and Saul B Gelfand. Binary sparse dynamic time warping. In International Conference on Machine Learning and Data Mining in Pattern Recognition, pages 748–759. Springer, 2019.

[13]. Youngha Hwang. Constrained binary sparse dynamic time warping. In manuscript.

[14]. Abdullah Mueen, Nikan Chavoshi, Noor Abu-El-Rub, Hossein Hamooni, Amanda Minnich, and Jonathan MacCarthy. Speeding up dynamic time warping distance for sparse time series data. Knowledge and Information Systems, 54(1):237–263, 2018.

[15]. Eamonn Keogh, Xiaopeng Xi, Li Wei, and Chotirat Ann Ratanamahatana. The ucr time series classification/clustering homepage. URL= http://www.cs.ucr.edu/˜ eamonn/time series data, 2006.


Cite this article

Hwang,Y. (2024). Fast Constrained Sparse Dynamic Time Warping. Applied and Computational Engineering,120,50-58.

Data availability

The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.

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About volume

Volume title: Proceedings of the 5th International Conference on Signal Processing and Machine Learning

ISBN:978-1-83558-809-3(Print) / 978-1-83558-810-9(Online)
Editor:Stavros Shiaeles
Conference website: https://2025.confspml.org/
Conference date: 12 January 2025
Series: Applied and Computational Engineering
Volume number: Vol.120
ISSN:2755-2721(Print) / 2755-273X(Online)

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References

[1]. Hiroaki Sakoe and Seibi Chiba. Dynamic programming algorithm optimization for spoken word recognition. IEEE Transactions on Acoustics, Speech and Signal Processing, 26(1):43–49, 1978.

[2]. Claus Bahlmann and Hans Burkhardt. The writer independent online handwriting recognition system frog on hand and cluster generative statistical dynamic time warping. IEEE Transactions on Pattern Analysis and Machine Intelligence, 26(3):299–310, 2004.

[3]. Zsolt Miklos Kovacs-Vajna. A fingerprint verification system based on triangular matching and dynamic time warping. IEEE Transactions on Pattern Analysis and Machine Intelligence, 22(11):1266–1276, 2000.

[4]. Samsu Sempena, Nur Ulfa Maulidevi, and Peb Ruswono Aryan. Human action recognition using dynamic time warping. In Proceedings of the 2011 International Conference on Electrical Engineering and Informatics, pages 1–5. IEEE, 2011.

[5]. Philippe Esling and Carlos Agon. Time-series data mining. ACM Computing Surveys (CSUR), 45(1):12, 2012.

[6]. Tak-chung Fu. A review on time series data mining. Engineering Applications of Artificial Intelligence, 24(1):164–181, 2011.

[7]. Youngha Hwang and Saul B Gelfand. Constrained sparse dynamic time warping. In International Conference on Machine Learning and Applications, pages 216–222. IEEE, 2018.

[8]. Youngha Hwang and Saul B Gelfand. Fast sparse dynamic time warping. In 2022 26th International Conference on Pattern Recognition (ICPR), pages 3872–3877. IEEE, 2022.

[9]. Heather A Eicher-Miller, Saul Gelfand, Youngha Hwang, Edward Delp, Anindya Bhadra, and Jiaqi Guo. Distance metrics optimized for clustering temporal dietary patterning among us adults. Appetite, 144:104451, 2020.

[10]. David Murray and L Stankovic. Refit: electrical load measurements. URL= http://www.refitsmarthomes.org/, 2017.

[11]. Youngha Hwang and Saul B Gelfand. Sparse dynamic time warping. In International Conference on Machine Learning and Data Mining in Pattern Recognition, pages 163–175. Springer, 2017.

[12]. Youngha Hwang and Saul B Gelfand. Binary sparse dynamic time warping. In International Conference on Machine Learning and Data Mining in Pattern Recognition, pages 748–759. Springer, 2019.

[13]. Youngha Hwang. Constrained binary sparse dynamic time warping. In manuscript.

[14]. Abdullah Mueen, Nikan Chavoshi, Noor Abu-El-Rub, Hossein Hamooni, Amanda Minnich, and Jonathan MacCarthy. Speeding up dynamic time warping distance for sparse time series data. Knowledge and Information Systems, 54(1):237–263, 2018.

[15]. Eamonn Keogh, Xiaopeng Xi, Li Wei, and Chotirat Ann Ratanamahatana. The ucr time series classification/clustering homepage. URL= http://www.cs.ucr.edu/˜ eamonn/time series data, 2006.