A Case-Study on the Impact of Dynamic Time Warping in Time Series Regression
This is an incremental study for researchers in time series analysis, showing that simple aggregate methods can outperform DTW in multi-wavelength scenarios.
The paper investigated the impact of Dynamic Time Warping (DTW) on time series regression using spectroscopy data, finding that DTW improves accuracy when analyzing single wavelengths but loses effectiveness when aggregated statistics are used across multiple wavelengths.
It is well understood that Dynamic Time Warping (DTW) is effective in revealing similarities between time series that do not align perfectly. In this paper, we illustrate this on spectroscopy time-series data. We show that DTW is effective in improving accuracy on a regression task when only a single wavelength is considered. When combined with k-Nearest Neighbour, DTW has the added advantage that it can reveal similarities and differences between samples at the level of the time-series. However, in the problem, we consider here data is available across a spectrum of wavelengths. If aggregate statistics (means, variances) are used across many wavelengths the benefits of DTW are no longer apparent. We present this as another example of a situation where big data trumps sophisticated models in Machine Learning.