On-Line Dynamic Time Warping for Streaming Time Series

Izaskun Oregi, Aritz Pérez, Javier Del Ser, José A. Lozano

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

17 Citations (Scopus)

Abstract

Dynamic Time Warping is a well-known measure of dissimilarity between time series. Due to its flexibility to deal with non-linear distortions along the time axis, this measure has been widely utilized in machine learning models for this particular kind of data. Nowadays, the proliferation of streaming data sources has ignited the interest and attention of the scientific community around on-line learning models. In this work, we naturally adapt Dynamic Time Warping to the on-line learning setting. Specifically, we propose a novel on-line measure of dissimilarity for streaming time series which combines a warp constraint and a weighted memory mechanism to simplify the time series alignment and adapt to non-stationary data intervals along time. Computer simulations are analyzed and discussed so as to shed light on the performance and complexity of the proposed measure.

Original languageEnglish
Title of host publicationMachine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2017, Proceedings
EditorsMichelangelo Ceci, Jaakko Hollmen, Ljupco Todorovski, Celine Vens, Saso Dzeroski
PublisherSpringer Verlag
Pages591-605
Number of pages15
ISBN (Print)9783319712451
DOIs
Publication statusPublished - 2017
EventEuropean Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2017 - Skopje, Macedonia, The Former Yugoslav Republic of
Duration: 18 Sept 201722 Sept 2017

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume10535 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceEuropean Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2017
Country/TerritoryMacedonia, The Former Yugoslav Republic of
CitySkopje
Period18/09/1722/09/17

Keywords

  • Dynamic Time Warping
  • On-line learning
  • Time series

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