FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space

@inproceedings{Salvador2004FastDTWTA,
  title={FastDTW: Toward Accurate Dynamic Time Warping in Linear Time and Space},
  author={Stan Salvador and Philip Chan},
  year={2004}
}
The dynamic time warping (DTW) algorithm is able to find the optimal alignment between two time series. It is often used to determine time series similarity, classification, and to find corresponding regions between two time series. DTW has a quadratic time and space complexity that limits its use to only small time series data sets. In this paper we introduce FastDTW, an approximation of DTW that has a linear time and space complexity. FastDTW uses a multilevel approach that recursively… CONTINUE READING

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