DBA: Averaging for Dynamic Time Warping
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README.md

DBA

DBA stands for Dynamic Time Warping Barycenter Averaging. DBA is an averaging method that is consistent with Dynamic Time Warping. I give below an example of the difference between the traditional arithmetic mean of the set of time series and DBA.

arithmetic mean

DBA

Underlying research and scientific papers

This code is supporting 3 research papers:

  • Pattern Recognition 2011: A global averaging method for Dynamic Time Warping
  • ICDM 2014: Dynamic Time Warping Averaging of Time Series allows Faster and more Accurate Classification
  • ICDM 2017: Generating synthetic time series to augment sparse datasets

When using this repository, please cite:

@ARTICLE{Petitjean2011-DBA,
  title={A global averaging method for dynamic time warping, with applications to clustering},
  author={Petitjean, Fran{\c{c}}ois and Ketterlin, Alain and Gan{\c{c}}arski, Pierre},
  journal={Pattern Recognition},
  volume={44},
  number={3},
  pages={678--693},
  year={2011},
  publisher={Elsevier}
}

@INPROCEEDINGS{Petitjean2014-ICDM-2,
  title={Dynamic time warping averaging of time series allows faster and more accurate classification},
  author={Petitjean, Fran{\c{c}}ois and Forestier, Germain and Webb, Geoffrey I and Nicholson, Ann E and Chen, Yanping and Keogh, Eamonn},
  booktitle={Data Mining (ICDM), 2014 IEEE International Conference on},
  pages={470--479},
  year={2014},
  organization={IEEE}
}

@INPROCEEDINGS{Forestier2017-ICDM,
  title={Generating synthetic time series to augment sparse datasets},
  author={Forestier, Germain and Petitjean, Fran{\c{c}}ois and Dau, Hoang Anh and Webb, Geoffrey I and Keogh, Eamonn},
  booktitle={Data Mining (ICDM), 2017 IEEE International Conference on},
  pages={865--870},
  year={2017},
  organization={IEEE}
}

Organisation of the repository

This repository gives you different versions of DBA for different programming language, whether you want to have a warping window or not, etc.

Each file corresponds to one of these combinations; if one is missing for your usage, let me know. Currently the length is limited to 1,000 (let me know if you need more).

  • DBA.java standard DBA in Java with no warping window and memory allocated statically
  • DBAWarpingWindow.java same as DBA.java but with a warping window as a parameter
  • DBA.m Matlab implementation of DBA with no windows
  • DBA.py Fast Python implementation of DBA with no windows
  • DBA_multivariate.py Fast Python implementation of DBA for multi-variate time series with no windows
  • DBA_DTW.py Python implementation of DBA with warping window