Semi-Metrification of the Dynamic Time Warping Distance

2018/08/29 by Jain, Brijnesh J.
#Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)

paper · doi:10.48550/arxiv.1808.09964

Abstract

The dynamic time warping (dtw) distance fails to satisfy the triangle inequality and the identity of indiscernibles. As a consequence, the dtw-distance is not warping-invariant, which in turn results in peculiarities in data mining applications. This article converts the dtw-distance to a semi-metric and shows that its canonical extension is warping-invariant. Empirical results indicate that the nearest-neighbor classifier in the proposed semi-metric space performs comparably to the same classifier in the standard dtw-space. To overcome the undesirable peculiarities of dtw-spaces, this result suggests to further explore the semi-metric space for data mining applications.

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