Perform DTW simultaneously on multiple trajectories

Good day,

I have ~50 sample trajectories (timeseries) showing reactor temperature over time for a given process.

In addition, I have a reference signal of the ideal trajectory for this process.

I would like to synchronize all the sample trajectories with the reference trajectory.

Performing DTW with 1 sample signal and reference produces new signals along a common axis (as it should).

My question is how can I perform this synchronization of all sample trajectories with the reference simultaneously? Such that they all lie on a new common axis.

Or, alternatively, can the DTW algorithm be modified such that the result maintains the common axis of the reference signal and only modified the sample?

Topic dynamic-time-warping matlab time-series machine-learning

Category Data Science

1
answered at

Before we start, a good general DTW guide. https://www.cs.unm.edu/~mueen/DTW.pdf

There is a simple trick for this. You can compute the DTW between the reference time series and ONE of the 50 time series. Then you can project the 49 other time series onto the discovered warping path.

If you need help, just email me (source: I have 100+ papers on DTW)

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