Early Abandon to Accelerate Exact Dynamic Time Warping

Dynamic time warping is one of the important distance measures in similarity search of time series; however, the exact calculation of dynamic time warping has become a bottleneck. The authors propose an approach, named early abandon dynamic time warping, to accelerate the calculation. The method checks if values of the neighbouring cells in the cumulative distance matrix exceed the tolerance, and if so, it will terminate the calculation of the related cell. They demonstrate the idea of early abandon on dynamic time warping by theoretical analysis, and show the utilities of early abandon dynamic time warping by thorough empirical experiments performed both on synthetic datasets and real datasets.