5,892 research outputs found
Time Warp Edit Distance
This technical report details a family of time warp distances on the set of
discrete time series. This family is constructed as an editing distance whose
elementary operations apply on linear segments. A specific parameter allows
controlling the stiffness of the elastic matching. It is well suited for the
processing of event data for which each data sample is associated with a
timestamp, not necessarily obtained according to a constant sampling rate. Some
properties verified by these distances are proposed and proved in this report.Comment: Pattern Recognition - Clustering - Algorithms - Similarity Measure
On Recursive Edit Distance Kernels with Application to Time Series Classification
This paper proposes some extensions to the work on kernels dedicated to
string or time series global alignment based on the aggregation of scores
obtained by local alignments. The extensions we propose allow to construct,
from classical recursive definition of elastic distances, recursive edit
distance (or time-warp) kernels that are positive definite if some sufficient
conditions are satisfied. The sufficient conditions we end-up with are original
and weaker than those proposed in earlier works, although a recursive
regularizing term is required to get the proof of the positive definiteness as
a direct consequence of the Haussler's convolution theorem. The classification
experiment we conducted on three classical time warp distances (two of which
being metrics), using Support Vector Machine classifier, leads to conclude
that, when the pairwise distance matrix obtained from the training data is
\textit{far} from definiteness, the positive definite recursive elastic kernels
outperform in general the distance substituting kernels for the classical
elastic distances we have tested.Comment: 14 page
Time series classification with ensembles of elastic distance measures
Several alternative distance measures for comparing time series have recently been proposed and evaluated on time series classification (TSC) problems. These include variants of dynamic time warping (DTW), such as weighted and derivative DTW, and edit distance-based measures, including longest common subsequence, edit distance with real penalty, time warp with edit, and move–split–merge. These measures have the common characteristic that they operate in the time domain and compensate for potential localised misalignment through some elastic adjustment. Our aim is to experimentally test two hypotheses related to these distance measures. Firstly, we test whether there is any significant difference in accuracy for TSC problems between nearest neighbour classifiers using these distance measures. Secondly, we test whether combining these elastic distance measures through simple ensemble schemes gives significantly better accuracy. We test these hypotheses by carrying out one of the largest experimental studies ever conducted into time series classification. Our first key finding is that there is no significant difference between the elastic distance measures in terms of classification accuracy on our data sets. Our second finding, and the major contribution of this work, is to define an ensemble classifier that significantly outperforms the individual classifiers. We also demonstrate that the ensemble is more accurate than approaches not based in the time domain. Nearly all TSC papers in the data mining literature cite DTW (with warping window set through cross validation) as the benchmark for comparison. We believe that our ensemble is the first ever classifier to significantly outperform DTW and as such raises the bar for future work in this area
Time Warp Edit Distance with Stiffness Adjustment for Time Series Matching
In a way similar to the string-to-string correction problem we address time
series similarity in the light of a time-series-to-time-series-correction
problem for which the similarity between two time series is measured as the
minimum cost sequence of "edit operations" needed to transform one time series
into another. To define the "edit operations" we use the paradigm of a
graphical editing process and end up with a dynamic programming algorithm that
we call Time Warp Edit Distance (TWED). TWED is slightly different in form from
Dynamic Time Warping, Longest Common Subsequence or Edit Distance with Real
Penalty algorithms. In particular, it highlights a parameter which drives a
kind of stiffness of the elastic measure along the time axis. We show that the
similarity provided by TWED is a metric potentially useful in time series
retrieval applications since it could benefit from the triangular inequality
property to speed up the retrieval process while tuning the parameters of the
elastic measure. In that context, a lower bound is derived to relate the
matching of time series into down sampled representation spaces to the matching
into the original space. Empiric quality of the TWED distance is evaluated on a
simple classification task. Compared to Edit Distance, Dynamic Time Warping,
Longest Common Subsequnce and Edit Distance with Real Penalty, TWED has proven
to be quite effective on the considered experimental task
Deep Video Color Propagation
Traditional approaches for color propagation in videos rely on some form of
matching between consecutive video frames. Using appearance descriptors, colors
are then propagated both spatially and temporally. These methods, however, are
computationally expensive and do not take advantage of semantic information of
the scene. In this work we propose a deep learning framework for color
propagation that combines a local strategy, to propagate colors frame-by-frame
ensuring temporal stability, and a global strategy, using semantics for color
propagation within a longer range. Our evaluation shows the superiority of our
strategy over existing video and image color propagation methods as well as
neural photo-realistic style transfer approaches.Comment: BMVC 201
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