Time Series K-Nearest Neighbors Classifier Based on Fast Dynamic Time Warping

Author(s):  
Jinghui Wang ◽  
Yuanchao Zhao
Sensors ◽  
2020 ◽  
Vol 20 (14) ◽  
pp. 3879 ◽  
Author(s):  
Giovanni Saggio ◽  
Pietro Cavallo ◽  
Mariachiara Ricci ◽  
Vito Errico ◽  
Jonathan Zea ◽  
...  

We propose a sign language recognition system based on wearable electronics and two different classification algorithms. The wearable electronics were made of a sensory glove and inertial measurement units to gather fingers, wrist, and arm/forearm movements. The classifiers were k-Nearest Neighbors with Dynamic Time Warping (that is a non-parametric method) and Convolutional Neural Networks (that is a parametric method). Ten sign-words were considered from the Italian Sign Language: cose, grazie, maestra, together with words with international meaning such as google, internet, jogging, pizza, television, twitter, and ciao. The signs were repeated one-hundred times each by seven people, five male and two females, aged 29–54 y ± 10.34 (SD). The adopted classifiers performed with an accuracy of 96.6% ± 3.4 (SD) for the k-Nearest Neighbors plus the Dynamic Time Warping and of 98.0% ± 2.0 (SD) for the Convolutional Neural Networks. Our system was made of wearable electronics among the most complete ones, and the classifiers top performed in comparison with other relevant works reported in the literature.


Author(s):  
Aleksandra Rutkowska ◽  
Magdalena Szyszko

AbstractThis study provides an application of dynamic time warping algorithm with a new window constraint to assess consumer expectations’ information content regarding current and future inflation. Our study’s contribution is the novel application of DTW for testing expectations’ forward-lookingness. Additionally, we modify the algorithm to adjust it for a specific question on the information content of our data. The DTW overcomes constraints of the standard tool that examines forward-lookingness: DTW does not impose assumptions on time series properties. In empirical study we cover seven European counties and compare the DTW outcomes with the results of previous studies in these economies using a standard methodology. The research period covers 2001 to mid-2018. Application of DTW provides information on the degree of expectations’ forward-lookingness. The result, after standardization, are similar to the standard parameters of hybrid specification of expectations. Moreover, the rankings of most forward-looking consumers are replicated. Our results confirm the economic intuition, and they do not contradict previous studies.


Energies ◽  
2021 ◽  
Vol 14 (13) ◽  
pp. 4024
Author(s):  
Krzysztof Dmytrów ◽  
Joanna Landmesser ◽  
Beata Bieszk-Stolorz

The main objective of the study is to assess the similarity between the time series of energy commodity prices and the time series of daily COVID-19 cases. The COVID-19 pandemic affects all aspects of the global economy. Although this impact is multifaceted, we assess the connections between the number of COVID-19 cases and the energy commodities sector. We analyse these connections by using the Dynamic Time Warping (DTW) method. On this basis, we calculate the similarity measure—the DTW distance between the time series—and use it to group the energy commodities according to their price change. Our analysis also includes finding the time shifts between daily COVID-19 cases and commodity prices in subperiods according to the chronology of the COVID-19 pandemic. Our findings are that commodities such as ULSD, heating oil, crude oil, and gasoline are weakly associated with COVID-19. On the other hand, natural gas, palm oil, CO2 allowances, and ethanol are strongly associated with the development of the pandemic.


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