Computer Science ›› 2017, Vol. 44 ›› Issue (9): 40-44.doi: 10.11896/j.issn.1002-137X.2017.09.007

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Similarity Algorithm Based on Three Way Decision of Time Warping Distance

XU Jian-feng, HE Yu-fan, ZHANG Yuan-jian and TANG Tao   

  • Online:2018-11-13 Published:2018-11-13

Abstract: Dynamic time warping (DTW) is widely accepted as one of the most effective methods for the similarity measurement of time series,but suffers from high time complexity.Fast search method for dynamic time wrapping (FTW) is demonstrated to accelerate DTW.The core of pruning is however a typical two-way decision rather than three-way decision,which is different from actions taken with uncertain issues.By incorporating three-way decision,an optimized DTW model three-way decision DTW (3WD-DTW) is developed first.The decision thresholds α,β are derived by solving an optimization problem with the objective of minimizing error rate.A novel simulated annealing algorithm is thus proposed.Finally,similarity algorithm based on three way decision of time warping distance is presented.Experiments show that 3WD-DTW is comparable in computing complexity as compared to FTW.In terms of accuracy,3WD-DTW outperforms FTW significantly and approximates to DTW.

Key words: Three-way decision,Dynamic time warping,Simulated annealing,Decision threshold

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