On-Line Dynamic Time Warping for Streaming Time Series

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

*Autor correspondiente de este trabajo

Producción científica: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

17 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Título de la publicación alojadaMachine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2017, Proceedings
EditoresMichelangelo Ceci, Jaakko Hollmen, Ljupco Todorovski, Celine Vens, Saso Dzeroski
EditorialSpringer Verlag
Páginas591-605
Número de páginas15
ISBN (versión impresa)9783319712451
DOI
EstadoPublicada - 2017
EventoEuropean Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2017 - Skopje, Antigua República Yugoslava de Macedonia
Duración: 18 sept 201722 sept 2017

Serie de la publicación

NombreLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volumen10535 LNAI
ISSN (versión impresa)0302-9743
ISSN (versión digital)1611-3349

Conferencia

ConferenciaEuropean Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2017
País/TerritorioAntigua República Yugoslava de Macedonia
CiudadSkopje
Período18/09/1722/09/17

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