Corpus ID: 211069277

Time Series Alignment with Global Invariances

@article{Vayer2020TimeSA,
  title={Time Series Alignment with Global Invariances},
  author={Titouan Vayer and L. Chapel and N. Courty and R{\'e}mi Flamary and Yann Soullard and R. Tavenard},
  journal={ArXiv},
  year={2020},
  volume={abs/2002.03848}
}
In this work we address the problem of comparing time series while taking into account both feature space transformation and temporal variability. The proposed framework combines a latent global transformation of the feature space with the widely used Dynamic Time Warping (DTW). The latent global transformation captures the feature invariance while the DTW (or its smooth counterpart soft-DTW) deals with the temporal shifts. We cast the problem as a joint optimization over the global… Expand
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