Lower-Bounding of Dynamic Time Warping Distances for Multivariate Time Series
Toni M. Rath, Raghaven Manmatha · ScholarWorks@UMassAmherst (University of Massachusetts Amherst) · 2003
A tight lower-bounding measure for dynamic time warping (DTW) distances for univariate time series was introduced in [Keogh 2002] and a proof for its lower-bounding property was presented. Here we extend these findings to allow lower-bounding of DTW distances for multivariate time series. 1.