Dynamic Time Warping in Strongly Subquadratic Time: Algorithms for the Low-Distance Regime and Approximate Evaluation

Abstract

Dynamic time warping distance (DTW) is a widely used distance measure between time series. The best known algorithms for computing DTW run in near quadratic time, and conditional lower bounds prohibit the existence of significantly faster algorithms. The lower bounds do not prevent a faster algorithm for the special case in which the DTW is small, however. For an arbitrary metric space $Σ$ with distances normalized so that the smallest non-zero distance is one, we present an algorithm which computes $\operatorname{dtw}(x, y)$ for two strings $x$ and $y$ over $Σ$ in time $O(n \cdot \operatorname{dtw}(x, y))$. We also present an approximation algorithm which computes $\operatorname{dtw}(x, y)$ within a factor of $O(n^ε)$ in time $\tilde{O}(n^{2 - ε})$ for $0 < ε< 1$. The algorithm allows for the strings $x$ and $y$ to be taken over an arbitrary well-separated tree metric with logarithmic depth and at most exponential aspect ratio. Extending our techniques further, we also obtain the first approximation algorithm for edit distance to work with characters taken from an arbitrary metric space, providing an $n^ε$-approximation in time $\tilde{O}(n^{2 - ε})$, with high probability. Additionally, we present a simple reduction from computing edit distance to computing DTW. Applying our reduction to a conditional lower bound of Bringmann and Künnemann pertaining to edit distance over $\{0, 1\}$, we obtain a conditional lower bound for computing DTW over a three letter alphabet (with distances of zero and one). This improves on a previous result of Abboud, Backurs, and Williams. With a similar approach, we prove a reduction from computing edit distance to computing longest LCS length. This means that one can recover conditional lower bounds for LCS directly from those for edit distance, which was not previously thought to be the case.