Improvement of Dynamic Time Warping (DTW) Algorithm

Abstract

Dynamic time warping algorithm is widely used in similar search of time series. However, large scales of route search in existing algorithms resulting in low operational efficiency. In order to improve the efficiency of dynamic time warping algorithm, this paper put forward an improved algorithm, which plans out a three rectangular area in the search area of the existing algorithms, search path won't arrive the points outside the rectangular area, thus further reduced the search range of regular path. To some extent, this algorithm reduces computation of original algorithm, thus improving the operational efficiency. The improvement is more pronounced when two time series are longer.