QP-DTW: Upgrading Dynamic Time Warping to Handle Quasi Periodic Time Series Alignment

Imen Boulnemour and Bachir Boucheham
Volume: 14, No: 4, Page: 851 ~ 876, Year: 2018
10.3745/JIPS.02.0090
Keywords: Alignment, Comparison, Diagnosis, DTW, Motif Discovery, Pattern Recognition, SEA, Similarity Search, Time Series
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Abstract
Dynamic time warping (DTW) is the main algorithms for time series alignment. However, it is unsuitable for quasi-periodic time series. In the current situation, except the recently published the shape exchange algorithm (SEA) method and its derivatives, no other technique is able to handle alignment of this type of very complex time series. In this work, we propose a novel algorithm that combines the advantages of the SEA and the DTW methods. Our main contribution consists in the elevation of the DTW power of alignment from the lowest level (Class A, non-periodic time series) to the highest level (Class C, multiple-periods time series containing different number of periods each), according to the recent classification of time series alignment methods proposed by Boucheham (Int J Mach Learn Cybern, vol. 4, no. 5, pp. 537-550, 2013). The new method (quasi-periodic dynamic time warping [QP-DTW]) was compared to both SEA and DTW methods on electrocardiogram (ECG) time series, selected from the Massachusetts Institute of Technology - Beth Israel Hospital (MIT-BIH) public database and from the PTB Diagnostic ECG Database. Results show that the proposed algorithm is more effective than DTW and SEA in terms of alignment accuracy on both qualitative and quantitative levels. Therefore, QP-DTW would potentially be more suitable for many applications related to time series (e.g., data mining, pattern recognition, search/retrieval, motif discovery, classification, etc.).

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Cite this article
IEEE Style
Imen Boulnemour and Bachir Boucheham, "QP-DTW: Upgrading Dynamic Time Warping to Handle Quasi Periodic Time Series Alignment," Journal of Information Processing Systems, vol. 14, no. 4, pp. 851~876, 2018. DOI: 10.3745/JIPS.02.0090.

ACM Style
Imen Boulnemour and Bachir Boucheham, "QP-DTW: Upgrading Dynamic Time Warping to Handle Quasi Periodic Time Series Alignment," Journal of Information Processing Systems, 14, 4, (2018), 851~876. DOI: 10.3745/JIPS.02.0090.