Modern time series analysis requires the ability to handle datasets that are inherently high-dimensional; examples include applications in climatology, where measurements from numerous sensors must be taken into account, or inventory tracking of large shops, where the dimension is defined by the number of tracked items. The standard way to mitigate computational issues arising from the high dimensionality of the data is by applying some dimension reduction technique that preserves the structural properties of the ambient space. The dissimilarity between two time series is often measured by "discrete" notions of distance, e.g. the dynamic time warping or the discrete Fréchet distance. Since all these distance functions are computed directly on the points of a time series, they are sensitive to different sampling rates or gaps. The continuous Fréchet distance offers a popular alternative which aims to alleviate this by taking into account all points on the polygonal curve obtained by linearly interpolating between any two consecutive points in a sequence. We study the ability of random projections à la Johnson and Lindenstrauss to preserve the continuous Fréchet distance of polygonal curves by effectively reducing the dimension. In particular, we show that one can reduce the dimension to O(ε^{-2} log N), where N is the total number of input points while preserving the continuous Fréchet distance between any two determined polygonal curves within a factor of 1± ε. We conclude with applications on clustering.

In 2015, Driemel, Krivošija, and Sohler introduced the k,ℓ -median clustering problem for polygonal curves under the Fréchet distance. Given a set of input curves, the problem asks to find k median curves of at most ℓ vertices each that minimize the sum of Fréchet distances over all input curves to their closest median curve. A major shortcoming of their algorithm is that the input curves are restricted to lie on the real line. In this article, we present a randomized bicriteria-approximation algorithm that works for polygonal curves in ℝ d and achieves approximation factor (1+ɛ) with respect to the clustering costs. The algorithm has worst-case running time linear in the number of curves, polynomial in the maximum number of vertices per curve (i.e., their complexity), and exponential in d , ℓ, 1/ɛ and 1/δ (i.e., the failure probability). We achieve this result through a shortcutting lemma, which guarantees the existence of a polygonal curve with similar cost as an optimal median curve of complexity ℓ, but of complexity at most 2ℓ -2, and whose vertices can be computed efficiently. We combine this lemma with the superset sampling technique by Kumar et al. to derive our clustering result. In doing so, we describe and analyze a generalization of the algorithm by Ackermann et al., which may be of independent interest.

In 2015, Driemel, Krivošija and Sohler introduced the (k, ℓ)-median problem for clustering polygonal curves under the Fréchet distance. Given a set of input curves, the problem asks to find k median curves of at most ℓ vertices each that minimize the sum of Fréchet distances over all input curves to their closest median curve. A major shortcoming of their algorithm is that the input curves are restricted to lie on the real line. In this paper, we present a randomized bicriteria-approximation algorithm that works for polygonal curves in ℝd and achieves approximation factor (1 + ∊) with respect to the clustering costs. The algorithm has worst-case running-time linear in the number of curves, polynomial in the maximum number of vertices per curve, i.e. their complexity, and exponential in d, ℓ, ∊ and δ, i.e., the failure probability. We achieve this result through a shortcutting lemma, which guarantees the existence of a polygonal curve with similar cost as an optimal median curve of complexity ℓ, but of complexity at most 2ℓ – 2, and whose vertices can be computed efficiently. We combine this lemma with the superset-sampling technique by Kumar et al. to derive our clustering result. In doing so, we describe and analyze a generalization of the algorithm by Ackermann et al., which may be of independent interest.

We study the $k$-median clustering problem for high-dimensional polygonal curves with finite but unbounded number of vertices. We tackle the computational issue that arises from the high number of dimensions by defining a Johnson-Lindenstrauss projection for polygonal curves. We analyze the resulting error in terms of the Fr\'echet distance, which is a tractable and natural dissimilarity measure for curves. Our clustering algorithms achieve sublinear dependency on the number of input curves via subsampling. Also, we show that the Fr\'echet distance can not be approximated within any factor of less than $\sqrt{2}$ by probabilistically reducing the dependency on the number of vertices of the curves. As a consequence we provide a fast, CUDA-parallelized version of the Alt and Godau algorithm for computing the Fr\'echet distance and use it to evaluate our results empirically.

In the $k$-nearest neighborhood model ($k$-NN), we are given a set of points $P$, and we shall answer queries $q$ by returning the $k$ nearest neighbors of $q$ in $P$ according to some metric. This concept is crucial in many areas of data analysis and data processing, e.g., computer vision, document retrieval and machine learning. Many $k$-NN algorithms have been published and implemented, but often the relation between parameters and accuracy of the computed $k$-NN is not explicit. We study property testing of $k$-NN graphs in theory and evaluate it empirically: given a point set $P \subset \mathbb{R}^\delta$ and a directed graph $G=(P,E)$, is $G$ a $k$-NN graph, i.e., every point $p \in P$ has outgoing edges to its $k$ nearest neighbors, or is it $\epsilon$-far from being a $k$-NN graph? Here, $\epsilon$-far means that one has to change more than an $\epsilon$-fraction of the edges in order to make $G$ a $k$-NN graph. We develop a randomized algorithm with one-sided error that decides this question, i.e., a property tester for the $k$-NN property, with complexity $O(\sqrt{n} k^2 / \epsilon^2)$ measured in terms of the number of vertices and edges it inspects, and we prove a lower bound of $\Omega(\sqrt{n / \epsilon k})$. We evaluate our tester empirically on the $k$-NN models computed by various algorithms and show that it can be used to detect $k$-NN models with bad accuracy in significantly less time than the building time of the $k$-NN model.