  In a way similar to the string-to-string correction problem we address time
series similarity in the light of a time-series-to-time-series-correction
problem for which the similarity between two time series is measured as the
minimum cost sequence of "edit operations" needed to transform one time series
into another. To define the "edit operations" we use the paradigm of a
graphical editing process and end up with a dynamic programming algorithm that
we call Time Warp Edit Distance (TWED). TWED is slightly different in form from
Dynamic Time Warping, Longest Common Subsequence or Edit Distance with Real
Penalty algorithms. In particular, it highlights a parameter which drives a
kind of stiffness of the elastic measure along the time axis. We show that the
similarity provided by TWED is a metric potentially useful in time series
retrieval applications since it could benefit from the triangular inequality
property to speed up the retrieval process while tuning the parameters of the
elastic measure. In that context, a lower bound is derived to relate the
matching of time series into down sampled representation spaces to the matching
into the original space. Empiric quality of the TWED distance is evaluated on a
simple classification task. Compared to Edit Distance, Dynamic Time Warping,
Longest Common Subsequnce and Edit Distance with Real Penalty, TWED has proven
to be quite effective on the considered experimental task.
