Deep Time Warping for Multiple Time Series Alignment

TL;DR

This paper presents a deep learning-based method for multiple time series alignment that improves accuracy and efficiency over traditional techniques, addressing the limitations of pairwise alignment and dynamic warping.

Contribution

It introduces a novel deep learning approach for simultaneous multiple time series alignment, incorporating piece-wise linear warping and new loss functions.

Findings

Enhanced classification accuracy on UCR datasets

Reduced computational time compared to existing methods

Effective alignment across diverse time series datasets

Abstract

Time Series Alignment is a critical task in signal processing with numerous real-world applications. In practice, signals often exhibit temporal shifts and scaling, making classification on raw data prone to errors. This paper introduces a novel approach for Multiple Time Series Alignment (MTSA) leveraging Deep Learning techniques. While most existing methods primarily address Multiple Sequence Alignment (MSA) for protein and DNA sequences, there remains a significant gap in alignment methodologies for numerical time series. Additionally, conventional approaches typically focus on pairwise alignment, whereas our proposed method aligns all signals in a multiple manner (all the signals are aligned together at once). This innovation not only enhances alignment efficiency but also significantly improves computational speed. By decomposing into piece-wise linear sections, we introduce varying levels of complexity into the warping function. Additionally, our method ensures the satisfaction of three warping constraints: boundary, monotonicity, and continuity conditions. The utilization of a deep convolutional network allows us to employ a new loss function, addressing some limitations of Dynamic Time Warping (DTW). Experimental results on the UCR Archive 2018, comprising 129 time series datasets, demonstrate that employing our approach to align signals significantly enhances classification accuracy and warping average and also reduces the run time across the majority of these datasets.