DTW calculates the similarity or alignment between two signals, subject to temporal warping. However, its computational complexity grows exponentially with the number of time-series. Although there have been algorithms developed that are linear in the number of time-series, they are generally quadratic in time-series length. The exception is generalized time warping (GTW), which has linear computational cost. Yet, it can only identify simple time warping functions. There is a need for a new fast, high-quality multisequence alignment algorithm. We introduce trainable time warping (TTW), whose complexity is linear in both the number and the length of time-series. TTW performs alignment in the continuoustime domain using a sinc convolutional kernel and a gradient-based optimization technique. We compare TTW and GTW on S5 UCR datasets in time-series averaging and classification. TTW outperforms GTW on 67.1% of the datasets for the averaging tasks, and 61.2% of the datasets for the classification tasks.
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Vacuum decay in real time and imaginary time formalisms
- Award ID(s):
- 1720332
- PAR ID:
- 10207326
- Date Published:
- Journal Name:
- Physical Review D
- Volume:
- 100
- Issue:
- 1
- ISSN:
- 2470-0010
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation