DBA stands for Dynamic Time Warping Barycenter Averaging. DBA is an averaging method that is consistent with Dynamic Time Warping. I give below an example of the difference between the traditional arithmetic mean of the set of time series and DBA.
This code is supporting 3 research papers:
- Pattern Recognition 2011: A global averaging method for Dynamic Time Warping
- ICDM 2014: Dynamic Time Warping Averaging of Time Series allows Faster and more Accurate Classification
- ICDM 2017: Generating synthetic time series to augment sparse datasets
When using this repository, please cite:
@ARTICLE{Petitjean2011-DBA,
title={A global averaging method for dynamic time warping, with applications to clustering},
author={Petitjean, Fran{\c{c}}ois and Ketterlin, Alain and Gan{\c{c}}arski, Pierre},
journal={Pattern Recognition},
volume={44},
number={3},
pages={678--693},
year={2011},
publisher={Elsevier}
}
@INPROCEEDINGS{Petitjean2014-ICDM-2,
title={Dynamic time warping averaging of time series allows faster and more accurate classification},
author={Petitjean, Fran{\c{c}}ois and Forestier, Germain and Webb, Geoffrey I and Nicholson, Ann E and Chen, Yanping and Keogh, Eamonn},
booktitle={Data Mining (ICDM), 2014 IEEE International Conference on},
pages={470--479},
year={2014},
organization={IEEE}
}
@INPROCEEDINGS{Forestier2017-ICDM,
title={Generating synthetic time series to augment sparse datasets},
author={Forestier, Germain and Petitjean, Fran{\c{c}}ois and Dau, Hoang Anh and Webb, Geoffrey I and Keogh, Eamonn},
booktitle={Data Mining (ICDM), 2017 IEEE International Conference on},
pages={865--870},
year={2017},
organization={IEEE}
}
This repository gives you different versions of DBA for different programming language, whether you want to have a warping window or not, etc. Apologies for the inconsistencies between versions but I've basically created them as the need arose.
Each file corresponds to one of these combinations; if one is missing for your usage, let me know. Currently the length is limited to 1,000 (let me know if you need more).
DBA.javastandard DBA in Java with no warping window and memory allocated staticallyDBAWarpingWindow.javasame asDBA.javabut with a warping window as a parameterDBA.mMatlab implementation of DBA with no windowsDBA.pyFast Python implementation of DBA with no windowsDBA_multivariate.pyFast Python implementation of DBA for multi-variate time series with no windowscython/*Cython implementation (thus usable in Python) of DBA with warping window (mono-variate)