Time series

A time series dissimilarity measure based on minimum jump costs

Publication Type:

Journal Article

Source:

Journal article (Submitted)

Keywords:

Time series; Similarity measures; Experimental comparison; Classification

Abstract:

Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. Classical time series similarity measures based on dynamic time warping or the edit distance remain as the best general-purpose options, but their accuracies still leave much room for improvement. Here we propose a new approach to time series similarity based on the costs of iteratively jumping (or moving) between the sample values of two time series. We show that this approach can be very competitive when compared against the aforementioned classical measures. In fact, extensive experiments show that it can be statistically significantly superior for a number of data sources. Since the approach is also intuitive and computationally simple, we foresee its application as an alternative off-the-shelf tool to be used in time series retrieval, clustering, or classification systems.

Unsupervised detection of music boundaries by time series structure features

Publication Type:

Conference Paper

Source:

AAAI Conf. on Artificial Intelligence, AAAI Press, Toronto, Canada, p.1613-1619 (2012)

URL:

http://www.aaai.org/ocs/index.php/AAAI/AAAI12/paper/view/4907

Keywords:

Time Series Structure; Features

Abstract:

Locating boundaries between coherent and/or repetitive segments of a time series is a challenging problem pervading many scientific domains. In this paper we propose an unsupervised method for boundary detection, combining three basic principles: novelty, homogeneity, and repetition. In particular, the method uses what we call structure features, a representation encapsulating both local and global properties of a time series. We demonstrate the usefulness of our approach in detecting music structure boundaries, a task that has received much attention in recent years and for which exist several benchmark datasets and publicly available annotations. We find our method to significantly outperform the best accuracies published so far. Importantly, our boundary approach is generic, thus being applicable to a wide range of time series beyond the music and audio domains.

PDFFile: 

Identification of versions of the same musical composition: audio content-based approaches and post-processing steps

Publication Type:

Book

Authors:

Joan Serrà

Source:

LAP Lambert Academic Publishing, Saarbrücken, Germany (2011)

ISBN:

978-3847327851

Keywords:

Music; Information Retrieval; Time series; Complex networks; Similarity

Abstract:

This book focuses on the automatic identification of musical piece versions (alternate renditions of the same musical composition like cover songs, live recordings, remixes, etc.). In particular, two core approaches for version identification are proposed: model-free and model-based. Furthermore, the book introduces the use of post-processing strategies to improve the identification of versions in a query-by-example paradigm. Overall, several tools and concepts are employed, including nonlinear signal analysis, complex networks, and time series models. This work brings automatic version identification to an unprecedented stage where high accuracies are achieved and, at the same time, explores promising directions for future research. Although the main steps are guided by the nature of the considered signals (music recordings) and the characteristics of the task at hand (version identification), the methodology of this book can be easily transferred to other contexts and domains.

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