Random projections for curves in high dimensions

TL;DR

This paper investigates how random projections can effectively reduce the dimensionality of high-dimensional time series data while approximately preserving the continuous Fréchet distance, enabling more efficient clustering.

Contribution

It demonstrates that random projections can reduce the dimension to O(ε^{-2} log N) while preserving the continuous Fréchet distance within a (1±ε) factor for polygonal curves.

Findings

Dimension reduction to O(ε^{-2} log N) is achievable.

Continuous Fréchet distance is preserved within (1±ε) factor.

Applications demonstrated in clustering tasks.

Abstract

Modern time series analysis requires the ability to handle datasets that are inherently high-dimensional; examples include applications in climatology, where measurements from numerous sensors must be taken into account, or inventory tracking of large shops, where the dimension is defined by the number of tracked items. The standard way to mitigate computational issues arising from the high dimensionality of the data is by applying some dimension reduction technique that preserves the structural properties of the ambient space. The dissimilarity between two time series is often measured by ``discrete'' notions of distance, e.g. the dynamic time warping or the discrete Fr\'echet distance. Since all these distance functions are computed directly on the points of a time series, they are sensitive to different sampling rates or gaps. The continuous Fr\'echet distance offers a popular alternative which aims to alleviate this by taking into account all points on the polygonal curve obtained by linearly interpolating between any two consecutive points in a sequence. We study the ability of random projections \`a la Johnson and Lindenstrauss to preserve the continuous Fr\'echet distance of polygonal curves by effectively reducing the dimension. In particular, we show that one can reduce the dimension to $O(\epsilon^{-2} \log N)$, where $N$ is the total number of input points while preserving the continuous Fr\'echet distance between any two determined polygonal curves within a factor of $1\pm \epsilon$. We conclude with applications on clustering.