Corpus ID: 219981179

Aligning Time Series on Incomparable Spaces

@inproceedings{Cohen2021AligningTS,
  title={Aligning Time Series on Incomparable Spaces},
  author={S. Cohen and Giulia Luise and Alexander Terenin and Brandon Amos and M. Deisenroth},
  booktitle={AISTATS},
  year={2021}
}
Dynamic time warping (DTW) is a useful method for aligning, comparing and combining time series, but it requires them to live in comparable spaces. In this work, we consider a setting in which time series live on different spaces without a sensible ground metric, causing DTW to become ill-defined. To alleviate this, we propose Gromov dynamic time warping (GDTW), a distance between time series on potentially incomparable spaces that avoids the comparability requirement by instead considering… Expand
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