Optimal Warping Paths are unique for almost every pair of Time Series

05/16/2017
by   Brijnesh J. Jain, et al.
0

An optimal warping path between two time series is generally not unique. The size and form of the set of pairs of time series with non-unique optimal warping path is unknown. This article shows that optimal warping paths are unique for almost every pair of time series in a measure-theoretic sense. All pairs of time series with non-unique optimal warping path form a negligible set and are geometrically the union of zero sets of quadratic forms. The result is useful for analyzing and understanding adaptive learning methods in dynamic time warping spaces.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset