Time Warp Edit Distance

Pierre-François Marteau (1)

1 VALORIA - Laboratoire de Recherche en Informatique et ses Applications de Vannes et Lorient

This technical report details a family of time warp distances on the set of discrete time series. This family is constructed as an editing distance whose elementary operations apply on linear segments. A specific parameter allows controlling the stiffness of the elastic matching. It is well suited for the processing of event data for which each data sample is associated with a timestamp, not necessarily obtained according to a constant sampling rate. Some properties verified by these distances are proposed and proved in this report.

Mots clés: Linear Segment Matching; Dynamic Time Warping; Elastic Distances; Stiffness Control; Time Series matching; Timestamped Data; Event Data; Linear Segment Matching.

Domaines: Recherche d'information [cs.IR]

Pierre-François Marteau. Time Warp Edit Distance. 2007. ⟨hal-00258669v5⟩