2021
DOI: 10.48550/arxiv.2111.13314
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Amercing: An Intuitive, Elegant and Effective Constraint for Dynamic Time Warping

Abstract: Dynamic Time Warping (DTW), and its constrained (CDTW) and weighted (WDTW) variants, are time series distances with a wide range of applications.They minimize the cost of non-linear alignments between series. CDTW and WDTW have been introduced because DTW is too permissive in its alignments.However, CDTW uses a crude step function, allowing unconstrained flexibility within the window, and none beyond it. WDTW's multiplicative weight is relative to the distances between aligned points along a warped path, rathe… Show more

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