Tracking recurring patterns in time series using dynamic time warping

Conference paper (2019)

Authors

Rik Van Der Vlist Quby B.V., Student
C.H. Taal , Quby B.V.
R. Heusdens Signal Processing Systems - EEMCS
Research Group
Signal Processing Systems (EEMCS) (TU Delft)
Time series analysis Dynamic programming Dynamic time warping
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Published Date

01-09-2019

Language

English

Reuse Rights

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Microelectronics

Research Group

Signal Processing Systems

Abstract

Dynamic time warping (DTW) is a distance measure to compare time series that exhibit similar patterns. In this paper, we will show how the warping path of the DTW algorithm can be interpreted, and a framework is proposed to extend the DTW algorithm. Using this framework, we will show how the dynamic programming structure of the DTW algorithm can be used to track repeating patterns in time series.

Files

08903102.pdf
(.pdf | 0.411 Mb)