Exact Mean Computation in Dynamic Time Warping Spaces

Dynamic time warping constitutes a major tool for analyzing time series. In particular, computing a mean series of a given sample of series in dynamic time warping spaces (by minimizing the Fr\'echet function) is a challenging computational problem, so far solved by several heuristic, inexact strategies. We spot several inaccuracies in the literature on exact mean computation in dynamic time warping spaces. Our contributions comprise an exact dynamic program computing a mean (useful for benchmarking and evaluating known heuristics). Empirical evaluations reveal significant deficits of the state-of-the-art heuristics in terms of their output quality. Finally, we give an exact polynomial-time algorithm for the special case of binary time series.

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