Elastic similarity and distance measures for multivariate time series

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Bibliographic Details
Main Authors: Ahmed, Shifaz, Charlotte, Pelletier, François, Petitjean
Format: Book
Language:English
Published: Springer 2023
Subjects:
DTW
Online Access:https://link.springer.com/article/10.1007/s10115-023-01835-4
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8264
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spelling oai:localhost:PNK-82642023-04-25T02:33:45Z Elastic similarity and distance measures for multivariate time series Ahmed, Shifaz Charlotte, Pelletier François, Petitjean DTW Elastic similarity CC BY This paper contributes multivariate versions of seven commonly used elastic similarity and distance measures for time series data analytics. Elastic similarity and distance measures can compensate for misalignments in the time axis of time series data. We adapt two existing strategies used in a multivariate version of the well-known Dynamic Time Warping (DTW), namely, Independent and Dependent DTW, to these seven measures. While these measures can be applied to various time series analysis tasks, we demonstrate their utility on multivariate time series classification using the nearest neighbor classifier. On 23 well-known datasets, we demonstrate that each of the measures but one achieves the highest accuracy relative to others on at least one dataset, supporting the value of developing a suite of multivariate similarity and distance measures. We also demonstrate that there are datasets for which either the dependent versions of all measures are more accurate than their independent counterparts or vice versa. In addition, we also construct a nearest neighbor-based ensemble of the measures and show that it is competitive to other state-of-the-art single-strategy multivariate time series classifiers. 2023-04-25T02:33:44Z 2023-04-25T02:33:44Z 2023 Book https://link.springer.com/article/10.1007/s10115-023-01835-4 https://dlib.phenikaa-uni.edu.vn/handle/PNK/8264 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic DTW
Elastic similarity
spellingShingle DTW
Elastic similarity
Ahmed, Shifaz
Charlotte, Pelletier
François, Petitjean
Elastic similarity and distance measures for multivariate time series
description CC BY
format Book
author Ahmed, Shifaz
Charlotte, Pelletier
François, Petitjean
author_facet Ahmed, Shifaz
Charlotte, Pelletier
François, Petitjean
author_sort Ahmed, Shifaz
title Elastic similarity and distance measures for multivariate time series
title_short Elastic similarity and distance measures for multivariate time series
title_full Elastic similarity and distance measures for multivariate time series
title_fullStr Elastic similarity and distance measures for multivariate time series
title_full_unstemmed Elastic similarity and distance measures for multivariate time series
title_sort elastic similarity and distance measures for multivariate time series
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10115-023-01835-4
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8264
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score 8.881002