Nearest advocate: a novel event-based time delay estimation algorithm for multi-sensor time-series data synchronization

Abstract

Abstract Estimating time delays in event-based time-series is a crucial task in signal processing as it affects the data quality and is a prerequisite for many subsequent analyses. In particular, data acquired from wearable devices often suffer from a low timestamp precision or clock drift. Current state-of-the-art methods such as Pearson Cross-Correlation are sensitive to typical data quality issues, e.g. misdetected events, and Dynamic Time Warping is computationally expensive. To overcome these limitations, we propose Nearest Advocate, a novel event-based time delay estimation method for multi-sensor time-series data synchronisation. We evaluate its performance using three independent datasets acquired from wearable sensor systems, demonstrating its superior precision, particularly for short, noisy time-series with missing events. Additionally, we introduce a sparse variant that balances precision and runtime. Finally, we demonstrate how Nearest Advocate can be used to solve the problem of linear as well as non-linear clock drifts. Thus, Nearest Advocate offers a promising opportunity for time delay estimation and post-hoc synchronization for challenging datasets across various applications.

Keywords

• Event-based time-series
• Time delay estimation
• Synchronization
• Clock drift
• Cross-correlation
• Kernel cross-correlation