scholarly journals EventDTW: An Improved Dynamic Time Warping Algorithm for Aligning Biomedical Signals of Nonuniform Sampling Frequencies

Sensors ◽  
2020 ◽  
Vol 20 (9) ◽  
pp. 2700 ◽  
Author(s):  
Yihang Jiang ◽  
Yuankai Qi ◽  
Will Ke Wang ◽  
Brinnae Bent ◽  
Robert Avram ◽  
...  

The dynamic time warping (DTW) algorithm is widely used in pattern matching and sequence alignment tasks, including speech recognition and time series clustering. However, DTW algorithms perform poorly when aligning sequences of uneven sampling frequencies. This makes it difficult to apply DTW to practical problems, such as aligning signals that are recorded simultaneously by sensors with different, uneven, and dynamic sampling frequencies. As multi-modal sensing technologies become increasingly popular, it is necessary to develop methods for high quality alignment of such signals. Here we propose a DTW algorithm called EventDTW which uses information propagated from defined events as basis for path matching and hence sequence alignment. We have developed two metrics, the error rate (ER) and the singularity score (SS), to define and evaluate alignment quality and to enable comparison of performance across DTW algorithms. We demonstrate the utility of these metrics on 84 publicly-available signals in addition to our own multi-modal biomedical signals. EventDTW outperformed existing DTW algorithms for optimal alignment of signals with different sampling frequencies in 37% of artificial signal alignment tasks and 76% of real-world signal alignment tasks.

Author(s):  
Sang Hyuk Kim ◽  
Hee Soo Lee ◽  
Hanjun Ko ◽  
Seung Hwan Jeong ◽  
Hyun Woo Byun ◽  
...  

The futures market plays a significant role in hedging and speculating by investors. Although various models and instruments are developed for real-time trading, it is difficult to realize profit by processing and trading a vast amount of real-time data. This study proposes a real-time index futures trading strategy that uses the pattern of KOSPI 200 index futures time series data. We construct a pattern matching trading system (PMTS) based on a dynamic time warping algorithm that recognizes patterns of market data movement in the morning and determines the afternoon's clearing strategy. We adopt 13 and 27 representative patterns and conduct simulations with various ranges of parameters to find optimal ones. Our experimental results show that the PMTS provides stable and effective trading strategies with relatively low trading frequencies. Investor communities that have sustained financial markets are able to make more efficient investments by using the PMTS. In this sense, the system developed in this paper is a sustainable investment technique and helps financial markets achieve efficient sustainability.


Measurement ◽  
2012 ◽  
Vol 45 (6) ◽  
pp. 1609-1620 ◽  
Author(s):  
Somaya Adwan ◽  
Hamzah Arof

2021 ◽  
pp. jfds.2021.1.055
Author(s):  
Alexander Fleiss ◽  
Che Liu ◽  
Gihyen Eom ◽  
Serena Yu ◽  
Wo Zhang

2018 ◽  
Vol 10 (12) ◽  
pp. 4641 ◽  
Author(s):  
Sang Kim ◽  
Hee Lee ◽  
Han Ko ◽  
Seung Jeong ◽  
Hyun Byun ◽  
...  

The futures market plays a significant role in hedging and speculating by investors. Although various models and instruments are developed for real-time trading, it is difficult to realize profit by processing and trading a vast amount of real-time data. This study proposes a real-time index futures trading strategy that uses the KOSPI 200 index futures time series data. We construct a pattern matching trading system (PMTS) based on a dynamic time warping algorithm that recognizes patterns of market data movement in the morning and determines the afternoon’s clearing strategy. We adopt 13 and 27 representative patterns and conduct simulations with various ranges of parameters to find optimal ones. Our experimental results show that the PMTS provides stable and effective trading strategies with relatively low trading frequencies. Financial market investors are able to make more efficient investment strategies by using the PMTS. In this sense, the system developed in this paper contributes the efficiency of the financial markets and helps to achieve sustained economic growth.


2019 ◽  
Vol 15 (3) ◽  
pp. 148
Author(s):  
Nguyen Thanh Son

Time series forecasting based on pattern matching has received a lot of interest in the recent years due to its simplicity and the ability to predict complex nonlinear behavior. In this paper, we investigate into the predictive potential of the method using k-NN algorithm based on R*-tree under dynamic time warping (DTW) measure. The experimental results on four real datasets showed that this approach could produce promising results in terms of prediction accuracy on time series forecasting when comparing to the similar method under Euclidean distance.


Author(s):  
Ana Arribas-Gil ◽  
Catherine Matias

AbstractWe propose an approach for multiple sequence alignment (MSA) derived from the dynamic time warping viewpoint and recent techniques of curve synchronization developed in the context of functional data analysis. Starting from pairwise alignments of all the sequences (viewed as paths in a certain space), we construct a median path that represents the MSA we are looking for. We establish a proof of concept that our method could be an interesting ingredient to include into refined MSA techniques. We present a simple synthetic experiment as well as the study of a benchmark dataset, together with comparisons with 2 widely used MSA softwares.


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