相关论文: Exact Mean Computation in Dynamic Time Warping Spa…
A time series consists of a series of values or events obtained over repeated measurements in time. Analysis of time series represents and important tool in many application areas, such as stock market analysis, process and quality control,…
This article revisits an analysis on inaccuracies of time series averaging under dynamic time warping conducted by \cite{Niennattrakul2007}. The authors presented a correctness-criterion and introduced drift-outs of averages from clusters.…
A time series is a sequence of data items; typical examples are streams of temperature measurements, stock ticker data, or gestures recorded with modern virtual reality motion controllers. Quite some research has been devoted to comparing…
Local Fr\'echet regression is a nonparametric regression method for metric space valued responses and Euclidean predictors, which can be utilized to obtain estimates of smooth trajectories taking values in general metric spaces from noisy…
We study the optimal stopping problem of McKean-Vlasov diffusions when the criterion is a function of the law of the stopped process. A remarkable new feature in this setting is that the stopping time also impacts the dynamics of the…
We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval…
We consider the problem of estimating the Fr\'echet and conditional Fr\'echet mean from data taking values in separable metric spaces. Unlike Euclidean spaces, where well-established methods are available, there is no practical estimator…
We consider a matching problem for time series with values in an arbitrary metric space, with the stretching penalty given by the Hellinger kernel. To optimize this matching, we introduce the Elastic Time Warping algorithm with a cubic…
We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…
Many time series data mining problems can be solved with repeated use of distance measure. Examples of such tasks include similarity search, clustering, classification, anomaly detection and segmentation. For over two decades it has been…
Subset sum is a very old and fundamental problem in theoretical computer science. In this problem, $n$ items with weights $w_1, w_2, w_3, \ldots, w_n$ are given as input and the goal is to find out if there is a subset of them whose weights…
High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…
In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random variables might be either…
The discrete Fr{\'e}chet distance is a measure of similarity between point sequences which permits to abstract differences of resolution between the two curves, approximating the original Fr{\'e}chet distance between curves. Such distance…
Research on time-series similarity measures has emphasized the need for elastic methods which align the indices of pairs of time series and a plethora of non-parametric have been proposed for the task. On the other hand, deep learning…
Many learning algorithms are formulated in terms of finding model parameters which minimize a data-fitting loss function plus a regularizer. When the regularizer involves the l0 pseudo-norm, the resulting regularization path consists of a…
Models based on neural networks and machine learning are seeing a rise in popularity in space physics. In particular, the forecasting of geomagnetic indices with neural network models is becoming a popular field of study. These models are…
The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $\pi, \sigma$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the…
The mean shift algorithm is a non-parametric and iterative technique that has been used for finding modes of an estimated probability density function. It has been successfully employed in many applications in specific areas of machine…