SAGA: A novel signal alignment method based on genetic algorithm

Signal alignment is one of the most commonly used strategies in analyzing a group of time series in order to learn the variations or common patterns across individual signals. A pairwise alignment algorithm aligns two signals by warping the time axis of the first signal so that the warped signal is “near” to the second. The majority of alignment algorithms are focused on extracting features like the locations of significant peaks or peak widths, and using those features in aligning the signals instead of raw signal. Although this approach allows fast alignments, it suffers from the risk of missing important features, leading to inaccurate alignments. In this paper, a novel Signal Alignment method based on Genetic Algorithm (SAGA) is proposed to align raw signals by first modeling the warping function with an ODE model. The parameters of the warping function are then optimized by using a genetic algorithm. The SAGA does not require feature extraction and it preserves the smoothness of the signals. The performance of the proposed method is evaluated on two sets of synthetic and real world datasets and compared to the well-known alignment algorithms. The results show that SAGA is a powerful algorithm that can compete with the others.

► A new signal alignment method named SAGA is proposed to align two time series.
► The ODE model proposed by Ramsay is used to model the time warping functions.
► We optimize the warping functions by genetic algorithm.
► SAGA preserves the smoothness of the signals and has low space complexity.
► SAGA is competitive with the well-known algorithms, DTW, COW and PTW.