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Dynamic Time Warping Under Translation: Approximation Guided by Space-Filling Curves

Authors Karl Bringmann, Sándor Kisfaludi‑Bak, Marvin Künnemann, Dániel Marx , André Nusser

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Author Details

Karl Bringmann
  • Universität des Saarlandes, Saarbrücken, Germany
  • Max Planck Institute for Informatics, Saarland Informatics Campus, Saarbrücken, Germany
Sándor Kisfaludi‑Bak
  • Aalto University, Espoo, Finland
Marvin Künnemann
  • Institute for Theoretical Studies, ETH Zürich, Switzerland
Dániel Marx
  • CISPA Helmholtz Center for Information Security, Saarbrücken, Germany
André Nusser
  • BARC, University of Copenhagen, Denmark

Funding

  • Bringmann, Karl: This work is part of the project TIPEA that has received funding from the European Research Council (ERC) under the European Unions Horizon 2020 research and innovation programme (grant agreement No. 850979).
  • Kisfaludi‑Bak, Sándor: Part of this research was conducted while the author was at the Max Planck Institute for Informatics, and part of it while he was at the Institute for Theoretical Studies, ETH Zürich.
  • Künnemann, Marvin: Research supported by Dr. Max Rössler, by the Walter Haefner Foundation, and by the ETH Zürich Foundation.
  • Marx, Dániel: Research supported by the European Research Council (ERC) consolidator grant No. 725978 SYSTEMATICGRAPH.
  • Nusser, André: Part of this research was conducted while the author was at Saarbrücken Graduate School of Computer Science and Max Planck Institute for Informatics. The author is supported by the VILLUM Foundation grant 16582.

Acknowledgements

We thank Christian Wulff-Nilsen for making us aware of an improved offline dynamic shortest paths data structure.

Cite As Get BibTex

Karl Bringmann, Sándor Kisfaludi‑Bak, Marvin Künnemann, Dániel Marx, and André Nusser. Dynamic Time Warping Under Translation: Approximation Guided by Space-Filling Curves. In 38th International Symposium on Computational Geometry (SoCG 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 224, pp. 20:1-20:17, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022) https://doi.org/10.4230/LIPIcs.SoCG.2022.20

Abstract

The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves π, σ in ℝ^d, it provides a robust, outlier-insensitive alternative to the Fréchet distance. However, like the Fréchet distance, the DTW distance is not invariant under translations. Can we efficiently optimize the DTW distance of π and σ under arbitrary translations, to compare the curves' shape irrespective of their absolute location? 
There are surprisingly few works in this direction, which may be due to its computational intricacy: For the Euclidean norm, this problem contains as a special case the geometric median problem, which provably admits no exact algebraic algorithm (that is, no algorithm using only addition, multiplication, and k-th roots). We thus investigate exact algorithms for non-Euclidean norms as well as approximation algorithms for the Euclidean norm.
For the L₁ norm in ℝ^d, we provide an 𝒪(n^{2(d+1)})-time algorithm, i.e., an exact polynomial-time algorithm for constant d. Here and below, n bounds the curves' complexities. For the Euclidean norm in ℝ², we show that a simple problem-specific insight leads to a (1+ε)-approximation in time 𝒪(n³/ε²). We then show how to obtain a subcubic 𝒪̃(n^{2.5}/ε²) time algorithm with significant new ideas; this time comes close to the well-known quadratic time barrier for computing DTW for fixed translations. Technically, the algorithm is obtained by speeding up repeated DTW distance estimations using a dynamic data structure for maintaining shortest paths in weighted planar digraphs. Crucially, we show how to traverse a candidate set of translations using space-filling curves in a way that incurs only few updates to the data structure. 
We hope that our results will facilitate the use of DTW under translation both in theory and practice, and inspire similar algorithmic approaches for related geometric optimization problems.

Subject Classification

ACM Subject Classification
  • Theory of computation → Computational geometry
Keywords
  • Dynamic Time Warping
  • Sequence Similarity Measures

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