Dynamic Time Warping averaging of time series allows faster and more accurate classification – Petitjean et al. ICDM 2014
For most time series classification problems, using the Nearest Neighbour algorithm (find the nearest neighbour within the training set to the query) is the technique of choice. Moreover, when determining the distance to neighbours, we want to use Dynamic Time Warping (DTW) as the distance measure.
Despite the optimisations we looked at earlier this week to improve the efficiency of DTW, the authors argue there remain situations where DTW (or even Euclidean distance) has severe tractability issues, particularly on resource constrained devices such as wearable computers and embedded medical devices. There is a great example of this in the evaluation section, where recent work has shown that it is possible to classify flying insects with high accuracy by converting the audio of their flight (buzzing bees, and so on).
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