Everything you know about Dynamic Time Warping is Wrong

Abstract

The Dynamic Time Warping (DTW) distance measure is a technique that has long been known in speech recognition community. It allows a non-linear mapping of one signal to another by minimizing the distance between the two. A decade ago, DTW was introduced into Data Mining community as a utility for various tasks for time series problems including classification, clustering, and anomaly detection. The technique has flourished, particularly in the last three years, and has been applied to a variety of problems in various disciplines. In spite of DTW’s great success, there are still several persistent “myths” about it. These myths have caused confusion and led to much wasted research effort. In this work, we will dispel these myths with the most comprehensive set of time series experiments ever conducted.