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Revisiting inaccuracies of time series averaging under dynamic time warping

  • This article revisits an analysis on (in)accuracies of time series averaging under dynamic time warping (dtw) conducted by Niennattrakul and Ratanamahatana [16]. They proposed a correctness-criterion for dtw-averages and postulated that dtw-averages can drift out of the cluster of time series to be averaged. They claimed that dtw-averages are inaccurate if they violate the correctness-criterion or suffer from the drift-out phenomenon. Furthermore, they conjectured that such inaccuracies are caused by the lack of triangle inequality. In this article, we show that a rectified version of the correctness-criterion is unsatisfiable and that the concept of drift-out is geometrically and operationally inconclusive. Satisfying the triangle inequality is insufficient to achieve correctness and unnecessary to overcome the drift-out phenomenon. We place the concept of drift-out on a principled basis and show that Fréchet means never drift out. The adjusted drift-out is a way to test to which extent an approximated dtw-average is coherent. Empirical results show that approximations obtained by the state-of-the-art averaging methods are incoherent in over a third of all cases.

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Metadaten
Author:Brijnesh JainORCiD
DOI:https://doi.org/10.1016/j.patrec.2019.05.022
Parent Title (English):Pattern Recognition Letters
Publisher:Elsevier
Document Type:Article
Language:English
Year of first Publication:2019
Release Date:2022/05/02
Tag:Dynamic time warping; Time series; Time series averaging; k-means
Volume:125
Issue:July
First Page:418
Last Page:424
Institutes:Fakultät Informatik und Mathematik
Begutachtungsstatus:peer-reviewed
Publication:Externe Publikationen
research focus:Digitalisierung
Licence (German):Keine Lizenz - Es gilt das deutsche Urheberrecht: § 53 UrhG