2021
DOI: 10.48550/arxiv.2102.10231
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Elastic Similarity and Distance Measures for Multivariate Time Series

Abstract: Elastic similarity measures are a class of similarity measures specifically designed to work with time series data. When scoring the similarity between two time series, they allow points that do not correspond in timestamps to be aligned. This can compensate for misalignments in the time axis of time series data, and for similar processes that proceed at variable and differing paces. Elastic similarity measures are widely used in machine learning tasks such as classification, clustering and outlier detection w… Show more

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Cited by 3 publications
(2 citation statements)
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“…Consequently, we represent each speaker behaviour by combining all frame-level descriptors as a multi-channel audio-visual time-series behavioural signal. We then apply elastic similarity measurement (i.e., DTW for multi-channel time-series) [20] to compute the similarity between a pair of multi-channel time-series speaker behaviours as:…”
Section: Automatic Appropriate Facial Reaction Labelling Strategymentioning
confidence: 99%
“…Consequently, we represent each speaker behaviour by combining all frame-level descriptors as a multi-channel audio-visual time-series behavioural signal. We then apply elastic similarity measurement (i.e., DTW for multi-channel time-series) [20] to compute the similarity between a pair of multi-channel time-series speaker behaviours as:…”
Section: Automatic Appropriate Facial Reaction Labelling Strategymentioning
confidence: 99%
“…In the univariate case, this comes down to d(x, y) = (x − y) 2 . DTW D allows to "warp" across the channels of X and Y by simply using the generalization to the k-dimensional space d(x, y) = ||x − y|| Shifaz et al (2021)). Brophy (2020) used the measure for evaluating a GAN producing multivariate time series.…”
Section: Sample-level Measuresmentioning
confidence: 99%