How DTW (Dynamic Time Warping) algorithm works

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In this video we describe the DTW algorithm, which is used to measure the distance between two time series. It was originally proposed in 1978 by Sakoe and Chiba for speech recognition, and it has been used up to today for time series analysis. DTW is one of the most used measure of the similarity between two time series, and computes the optimal global alignment between two time series, exploiting temporal distortions between them.

Source code of graphs available at
https://github.com/tkorting/youtube/blob/master/how-dtw-works.m

The presentation was created using as references the following scientific papers:
1. Sakoe, H., Chiba, S. (1978). Dynamic programming algorithm optimization for spoken word recognition. IEEE Trans. Acoustic Speech and Signal Processing, v26, pp. 43-49.
2. Souza, C.F.S., Pantoja, C.E.P, Souza, F.C.M. Verificação de assinaturas offline utilizando Dynamic Time Warping. Proceedings of IX Brazilian Congress on Neural Networks, v1, pp. 25-28. 2009.
3. Mueen, A., Keogh. E. Extracting Optimal Performance from Dynamic Time Warping. available at: http://www.cs.unm.edu/~mueen/DTW.pdf

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