Computing the Skorokhod distance between polygonal traces

The Skorokhod distance is a natural metric on traces of continuous and hybrid systems. It measures the best match between two traces, each mapping a time interval [0, T] to a metric space O, when continuous bijective timing distortions are allowed. Formally, it computes the infimum, over all timing distortions, of the maximum of two components: the first component quantifies the timing discrepancy of the timing distortion, and the second quantifies the mismatch (in the metric space O) of the values after the timing distortion. Skorokhod distances appear in various fundamental hybrid systems analysis concerns: from definitions of hybrid systems semantics and notions of equivalence, to practical problems such as checking the closeness of models or the quality of simulations. Despite its extensive use in semantics, the computation problem for the Skorokhod distance between two finite sampled-time hybrid traces remained open. We address the problem of computing the Skorokhod distance between two polygonal traces (these traces arise when sampled-time traces are completed by linear interpolation between sample points). We provide an algorithm to compute the exact Skorokhod distance when trace values are compared using the L1, L2, and L∞ norms in n dimensions. Our algorithm, based on a reduction to Fréchet distances, is fully polynomial-time, and incorporates novel polynomial-time procedures for a set of geometric primitives in IRn over the three norms.

[1]  Johannes Bisschop,et al.  AIMMS - Optimization Modeling , 2006 .

[2]  Jörg-Rüdiger Sack,et al.  Fréchet distance with speed limits , 2011, Comput. Geom..

[3]  Kevin Buchin,et al.  Computing the Fréchet distance between simple polygons , 2008, Comput. Geom..

[4]  Maureen T. Carroll Geometry , 2017 .

[5]  Servicio Geológico Colombiano Sgc Volume 4 , 2013, Journal of Diabetes Investigation.

[6]  Sriram Sankaranarayanan,et al.  Verification of automotive control applications using S-TaLiRo , 2012, 2012 American Control Conference (ACC).

[7]  Houssam Abbas,et al.  Conformance Testing as Falsification for Cyber-Physical Systems , 2014, ArXiv.

[8]  Paulo Tabuada,et al.  Verification and Control of Hybrid Systems , 2009 .

[9]  Suresh Venkatasubramanian,et al.  Curve Matching, Time Warping, and Light Fields: New Algorithms for Computing Similarity between Curves , 2007, Journal of Mathematical Imaging and Vision.

[10]  Haim J. Wolfson On curve matching , 1990, IEEE Trans. Pattern Anal. Mach. Intell..

[11]  Carola Wenk,et al.  Shape matching in higher dimensions , 2003 .

[12]  Jean Dieudonne,et al.  Linear algebra and geometry , 1969 .

[13]  Krishnendu Chatterjee,et al.  Quantitative Temporal Simulation and Refinement Distances for Timed Systems , 2015, IEEE Transactions on Automatic Control.

[14]  Alan Bundy,et al.  Dynamic Time Warping , 1984 .

[15]  Houssam Abbas,et al.  WiP abstract: Conformance testing as falsification for cyber-physical systems , 2014, 2014 ACM/IEEE International Conference on Cyber-Physical Systems (ICCPS).

[16]  J. Eckhoff Helly, Radon, and Carathéodory Type Theorems , 1993 .

[17]  Erin W. Chambers,et al.  Homotopic Fréchet distance between curves or, walking your dog in the woods in polynomial time , 2010, Comput. Geom..

[18]  Donald J. Berndt,et al.  Finding Patterns in Time Series: A Dynamic Programming Approach , 1996, Advances in Knowledge Discovery and Data Mining.

[19]  Helmut Alt,et al.  Computing the Fréchet distance between two polygonal curves , 1995, Int. J. Comput. Geom. Appl..

[20]  Rupak Majumdar,et al.  Edit distance for timed automata , 2014, HSCC.

[21]  M. Broucke,et al.  Regularity of solutions and homotopic equivalence for hybrid systems , 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

[22]  Houssam Abbas,et al.  Formal property verification in a conformance testing framework , 2014, 2014 Twelfth ACM/IEEE Conference on Formal Methods and Models for Codesign (MEMOCODE).

[23]  A. Shiryaev,et al.  Limit Theorems for Stochastic Processes , 1987 .

[24]  Albert Benveniste,et al.  Toward an Approximation Theory for Computerised Control , 2002, EMSOFT.

[25]  Erin W. Chambers,et al.  Walking your dog in the woods in polynomial time , 2008, SCG '08.

[26]  Philip Chan,et al.  Toward accurate dynamic time warping in linear time and space , 2007, Intell. Data Anal..

[27]  Rupak Majumdar,et al.  Computing the Skorokhod Distance between Polygonal Traces (Full Paper) , 2014, ArXiv.

[28]  Meinard Müller,et al.  Information retrieval for music and motion , 2007 .

[29]  Paulo Tabuada,et al.  Verification and Control of Hybrid Systems - A Symbolic Approach , 2009 .

[30]  Krishnendu Chatterjee,et al.  Quantitative timed simulation functions and refinement metrics for real-time systems , 2013, HSCC '13.