Candidates Reduction and Enhanced Sub-Sequence-Based Dynamic Time Warping: A Hybrid Approach

摘要

Dynamic Time Warping (DTW) coupled with κ Nearest Neighbour classification, where κ =1, is the most common classification algorithm in time series analysis. The fact that the complexity of DTW is quadratic, and therefore computationally expensive, is a disadvantage; although DTW has been shown to be more accurate than other distance measures such as Euclidean distance. This paper presents a hybrid, Euclidean and DTW time series analysis similarity metric approach to improve the performance of DTW coupled with a candidate reduction mechanism. The proposed approach results in better performance than alternative enhanced Sub-Sequence-Based DTW approaches, and the standard DTW algorithm, in terms of runtime, accuracy and F1 score.