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Dynamic Time Warping and Geometric Edit Distance: Breaking the Quadratic Barrier

Published: 21 August 2018 Publication History

Abstract

Dynamic Time Warping (DTW) and Geometric Edit Distance (GED) are basic similarity measures between curves or general temporal sequences (e.g., time series) that are represented as sequences of points in some metric space (X, dist). The DTW and GED measures are massively used in various fields of computer science and computational biology. Consequently, the tasks of computing these measures are among the core problems in P. Despite extensive efforts to find more efficient algorithms, the best-known algorithms for computing the DTW or GED between two sequences of points in X = Rd are long-standing dynamic programming algorithms that require quadratic runtime, even for the one-dimensional case d = 1, which is perhaps one of the most used in practice.
In this article, we break the nearly 50-year-old quadratic time bound for computing DTW or GED between two sequences of n points in R by presenting deterministic algorithms that run in O(n2 log log log n/ log log n) time. Our algorithms can be extended to work also for higher-dimensional spaces Rd, for any constant d, when the underlying distance-metric dist is polyhedral (e.g., L1, Linfin).

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  1. Dynamic Time Warping and Geometric Edit Distance: Breaking the Quadratic Barrier

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      Published In

      cover image ACM Transactions on Algorithms
      ACM Transactions on Algorithms  Volume 14, Issue 4
      October 2018
      445 pages
      ISSN:1549-6325
      EISSN:1549-6333
      DOI:10.1145/3266298
      Issue’s Table of Contents
      Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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      Publication History

      Published: 21 August 2018
      Accepted: 01 June 2018
      Revised: 01 April 2018
      Received: 01 October 2017
      Published in TALG Volume 14, Issue 4

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      Author Tags

      1. Dynamic time warping
      2. geometric edit distance
      3. geometric matching
      4. point matching
      5. time series

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      • Refereed

      Funding Sources

      • U.S.-Israeli Binational Science Foundation (BSF)
      • Hermann Minkowski-MINERVA Center for Geometry at Tel Aviv University
      • Israel Science Foundation (ISF)
      • Israeli Centers of Research Excellence (I-CORE) program
      • Blavatnik Research Fund in Computer Science at Tel Aviv University

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