DeepAI AI Chat
Log In Sign Up

Segmented Pairwise Distance for Time Series with Large Discontinuities

09/23/2020
by   Jiabo He, et al.
0

Time series with large discontinuities are common in many scenarios. However, existing distance-based algorithms (e.g., DTW and its derivative algorithms) may perform poorly in measuring distances between these time series pairs. In this paper, we propose the segmented pairwise distance (SPD) algorithm to measure distances between time series with large discontinuities. SPD is orthogonal to distance-based algorithms and can be embedded in them. We validate advantages of SPD-embedded algorithms over corresponding distance-based ones on both open datasets and a proprietary dataset of surgical time series (of surgeons performing a temporal bone surgery in a virtual reality surgery simulator). Experimental results demonstrate that SPD-embedded algorithms outperform corresponding distance-based ones in distance measurement between time series with large discontinuities, measured by the Silhouette index (SI).

READ FULL TEXT
04/14/2021

Twin Subsequence Search in Time Series

We address the problem of subsequence search in time series using Chebys...
04/17/2018

High Dimensional Time Series Generators

Multidimensional time series are sequences of real valued vectors. They ...
02/07/2020

Equivalence relations and L^p distances between time series

We introduce a general framework for defining equivalence and measuring ...
03/17/2022

Extremal Event Graphs: A (Stable) Tool for Analyzing Noisy Time Series Data

Local maxima and minima, or extremal events, in experimental time series...
07/09/2014

Identifying Cover Songs Using Information-Theoretic Measures of Similarity

This paper investigates methods for quantifying similarity between audio...
02/10/2021

Early Abandoning and Pruning for Elastic Distances

Elastic distances are key tools for time series analysis. Straightforwar...
01/10/2016

On Clustering Time Series Using Euclidean Distance and Pearson Correlation

For time series comparisons, it has often been observed that z-score nor...