Bridging Neural Networks and Dynamic Time Warping for Adaptive Time Series Classification

TL;DR

This paper introduces a trainable neural network model that mimics dynamic time warping for time series classification, combining interpretability with adaptability to various data availability scenarios.

Contribution

It develops a novel length-shortening algorithm and reformulates DTW as a neural network, enabling training and interpretability in a unified model.

Findings

Outperforms previous methods in low-resource settings

Remains competitive in high-resource scenarios

Provides a bridge between neural networks and DTW

Abstract

Neural networks have achieved remarkable success in time series classification, but their reliance on large amounts of labeled data for training limits their applicability in cold-start scenarios. Moreover, they lack interpretability, reducing transparency in decision-making. In contrast, dynamic time warping (DTW) combined with a nearest neighbor classifier is widely used for its effectiveness in limited-data settings and its inherent interpretability. However, as a non-parametric method, it is not trainable and cannot leverage large amounts of labeled data, making it less effective than neural networks in rich-resource scenarios. In this work, we aim to develop a versatile model that adapts to cold-start conditions and becomes trainable with labeled data, while maintaining interpretability. We propose a dynamic length-shortening algorithm that transforms time series into prototypes while preserving key structural patterns, thereby enabling the reformulation of the DTW recurrence relation into an equivalent recurrent neural network. Based on this, we construct a trainable model that mimics DTW's alignment behavior. As a neural network, it becomes trainable when sufficient labeled data is available, while still retaining DTW's inherent interpretability. We apply the model to several benchmark time series classification tasks and observe that it significantly outperforms previous approaches in low-resource settings and remains competitive in rich-resource settings.