Dynamic Dynamic Time Warping

TL;DR

This paper introduces a dynamic data structure for efficiently updating and querying the DTW distance between polygonal curves, with proven near-optimal performance bounds based on complexity hypotheses.

Contribution

It presents the first dynamic algorithm for DTW distance with provably optimal update and query times, including tight lower bounds under complexity assumptions.

Findings

Data structure with $O(n^{1.5} \,\log n)$ update/query time

Conditional lower bounds matching the upper bounds

Applicable to curves of different lengths in $\

Abstract

The Dynamic Time Warping (DTW) distance is a popular similarity measure for polygonal curves (i.e., sequences of points). It finds many theoretical and practical applications, especially for temporal data, and is known to be a robust, outlier-insensitive alternative to the \frechet distance. For static curves of at most $n$ points, the DTW distance can be computed in $O(n^2)$ time in constant dimension. This tightly matches a SETH-based lower bound, even for curves in $\mathbb{R}^1$. In this work, we study \emph{dynamic} algorithms for the DTW distance. Here, the goal is to design a data structure that can be efficiently updated to accommodate local changes to one or both curves, such as inserting or deleting vertices and, after each operation, reports the updated DTW distance. We give such a data structure with update and query time $O(n^{1.5} \log n)$, where $n$ is the maximum length of the curves. As our main result, we prove that our data structure is conditionally \emph{optimal}, up to subpolynomial factors. More precisely, we prove that, already for curves in $\mathbb{R}^1$, there is no dynamic algorithm to maintain the DTW distance with update and query time~\makebox{$O(n^{1.5 - \delta})$} for any constant $\delta > 0$, unless the Negative-$k$-Clique Hypothesis fails. In fact, we give matching upper and lower bounds for various trade-offs between update and query time, even in cases where the lengths of the curves differ.