Towards Efficient Interactive Computation of Dynamic Time Warping Distance

Abstract

The dynamic time warping (DTW) is a widely-used method that allows us to efficiently compare two time series that can vary in speed. Given two strings $A$ and $B$ of respective lengths $m$ and $n$, there is a fundamental dynamic programming algorithm that computes the DTW distance for $A$ and $B$ together with an optimal alignment in $\Theta(mn)$ time and space. In this paper, we tackle the problem of interactive computation of the DTW distance for dynamic strings, denoted $\mathrm{D^2TW}$, where character-wise edit operation (insertion, deletion, substitution) can be performed at an arbitrary position of the strings. Let $M$ and $N$ be the sizes of the run-length encoding (RLE) of $A$ and $B$, respectively. We present an algorithm for $\mathrm{D^2TW}$ that occupies $\Theta(mN+nM)$ space and uses $O(m+n+\#_{\mathrm{chg}}) \subseteq O(mN + nM)$ time to update a compact differential representation $\mathit{DS}$ of the DP table per edit operation, where $\#_{\mathrm{chg}}$ denotes the number of cells in $\mathit{DS}$ whose values change after the edit operation. Our method is at least as efficient as the algorithm recently proposed by Froese et al. running in $\Theta(mN + nM)$ time, and is faster when $\#_{\mathrm{chg}}$ is smaller than $O(mN + nM)$ which, as our preliminary experiments suggest, is likely to be the case in the majority of instances.