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.
Author: | Brijnesh JainORCiD |
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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 |