Learning DTW Global Constraint for Time Series Classification (0903.0041v1)

Abstract: 1-Nearest Neighbor with the Dynamic Time Warping (DTW) distance is one of the most effective classifiers on time series domain. Since the global constraint has been introduced in speech community, many global constraint models have been proposed including Sakoe-Chiba (S-C) band, Itakura Parallelogram, and Ratanamahatana-Keogh (R-K) band. The R-K band is a general global constraint model that can represent any global constraints with arbitrary shape and size effectively. However, we need a good learning algorithm to discover the most suitable set of R-K bands, and the current R-K band learning algorithm still suffers from an 'overfitting' phenomenon. In this paper, we propose two new learning algorithms, i.e., band boundary extraction algorithm and iterative learning algorithm. The band boundary extraction is calculated from the bound of all possible warping paths in each class, and the iterative learning is adjusted from the original R-K band learning. We also use a Silhouette index, a well-known clustering validation technique, as a heuristic function, and the lower bound function, LB_Keogh, to enhance the prediction speed. Twenty datasets, from the Workshop and Challenge on Time Series Classification, held in conjunction of the SIGKDD 2007, are used to evaluate our approach.