EA DTW: Early Abandon to Accelerate Exactly Warping Matching of Time Series
Junkui Li, Yuanzhen Wang · 2007
Dynamic Time Warping (DTW) is one of the important distance measures for time series, however, the exact calculation of DTW has become a bottleneck.We propose an approach, named Early Abandon DTW (EA DTW) to accelerate the calculation.We demonstrate the idea of early abandon by theoretical analysis, and show the utilities of EA DTW by thorough experiments both on synthetic and real datasets.The results show, EA DTW outperforms the dynamic DTW calculation in the light of process time, and is much better when the threshold is below the real DTW distance.