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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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70140209279 · Jun 202019922001200920172026
48 results for Dynamic Warping

The goal of dynamic time warping is to transform or warp time in order to approximately align two signals together. We pose the choice of warping function as an optimization problem with several terms in the objective. The first term measures the misalignment of the time-warped signals. Two additional regularization te…

2019-05-30abs ↗pdf ↗

The literature postulates that the dynamic time warping (dtw) distance can cope with temporal variations but stores and processes time series in a form as if the dtw-distance cannot cope with such variations. To address this inconsistency, we first show that the dtw-distance is not warping-invariant. The lack of warpin…

2019-03-04abs ↗pdf ↗

Proposes GDTW for aligning time series on different, incomparable spaces.

problem Dynamic time warping requires comparable spaces, but time series can live on different, incomparable spaces.
method Gromov dynamic time warping (GDTW) considers intra-relational geometry to avoid comparability requirements.
result Demonstrates effectiveness of GDTW in aligning, combining, and comparing time series on incomparable spaces.

The dynamic time warping (dtw) distance fails to satisfy the triangle inequality and the identity of indiscernibles. As a consequence, the dtw-distance is not warping-invariant, which in turn results in peculiarities in data mining applications. This article converts the dtw-distance to a semi-metric and shows that its…

2018-08-29abs ↗pdf ↗

Dynamic Time Warping improves regression accuracy on spectroscopy data.

problem Improving regression accuracy on spectroscopy data with DTW when data is across multiple wavelengths.
method Illustrated DTW's effectiveness on spectroscopy time-series data, showing its benefits in improving regression accuracy when only a single wavelength is considered. DTW combined with k-Nearest Neighbour reveals similarities and differences at the time-series level.
result DTW improves regression accuracy on spectroscopy data, especially when considering a single wavelength.

Guided warping augments time series data by aligning features with a teacher.

problem Small time series datasets limit neural network performance.
method Guided warping with a discriminative teacher to augment data deterministically.
result Significant improvement in performance on various time series datasets.

Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …

2017-05-16abs ↗pdf ↗

Within many real-world networks the links between pairs of nodes change over time. Thus, there has been a recent boom in studying temporal graphs. Recognizing patterns in temporal graphs requires a proximity measure to compare different temporal graphs. To this end, we propose to study dynamic time warping on temporal …

2018-10-15abs ↗pdf ↗

The concept of sample mean in dynamic time warping (DTW) spaces has been successfully applied to improve pattern recognition systems and generalize centroid-based clustering algorithms. Its existence has neither been proved nor challenged. This article presents sufficient conditions for existence of a sample mean in DT…

2016-10-14abs ↗pdf ↗

Where dealing with temporal sequences it is fair to assume that the same kind of deformations that motivated the development of the Dynamic Time Warp algorithm could be relevant also in the calculation of the dot product ("convolution") in a 1-D convolution layer. In this work a method is proposed for aligning the conv…

2019-11-05abs ↗pdf ↗

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

TS-K-means improves financial data clustering with dynamic time warping.

problem Inadequate handling of temporal dependencies in financial time series data.
method Integrates Dynamic Time Warping into Time Series K-means for financial data.
result TS-K-means outperforms traditional K-means in financial data analysis.

ResNets and their GP generalization align ideas via function space warping, revealing robust properties and connections to image registration.

problem Aligning abstract shapes (ideas) using neural networks.
method Introducing a generalization of ResNets as a GP, showing convergence to image registration variational algorithms, and revealing properties via a Hamiltonian interpretation.
result ResNets and their GP generalization align ideas via function space warping, revealing robust properties and connections to image registration.

Recent automated crop mapping via supervised learning-based methods have demonstrated unprecedented improvement over classical techniques. However, most crop mapping studies are limited to same-year crop mapping in which the present year's labeled data is used to predict the same year's crop map. Classification accurac…

2019-09-11abs ↗pdf ↗

This paper improves forecasts for diverse time series by averaging similar ones.

problem Forecasting challenges in heterogeneous time series.
method Dynamic Time Warping to find similar time series, k-Nearest Neighbor averaging.
result Averaging improves forecasts of simple models.

This paper surveys algorithmic advancements in Optimal Transport with applications in machine learning.

problem Quantifying differences between distributions in various fields.
method Examines classical and modern computational techniques, including Sinkhorn iterations and primal-dual strategies.
result Highlights the robustness and scalability of OT algorithms in high-dimensional problems.

The paper examines Einstein doubly warped product manifolds with a semi-symmetric metric connection.

problem Characterizing Einstein doubly warped product manifolds with a semi-symmetric metric connection.
method Deriving curvature formulas and proving necessary and sufficient conditions for a manifold to be a warped product.
result Obtained results for Einstein doubly warped product manifolds and Einstein-like doubly warped product manifolds.

The paper explores geometric properties of Riemannian warped product maps and their curvature.

problem Investigating the geometric properties of Riemannian warped product maps.
method The approach involves establishing conditions for geodesics, deriving curvature tensors, and examining various types of maps.
result Derivation of integral formula for scalar curvature of conformal Riemannian warped product maps.

Study shows how certain metrics can be split into warped products.

problem Understanding conditions under which metrics can be split as warped products.
method Investigating warped area-minimizing hypersurfaces and spectral Ricci/scalar curvature bounds.
result Metrics can be locally split as warped products under specific curvature conditions.

New method uses DTW to evaluate neural network forecasts of geomagnetic indices.

problem Evaluation metrics fail to capture persistence behavior in neural network forecasts.
method Dynamic Time Warping (DTW) to measure time series similarity, training neural networks to remove persistence.
result DTW reveals persistence behavior in neural network forecasts, confirming visual inspection.

Study on warped product Yamabe solitons with constant fiber curvature.

problem Characterizing nontrivial warped product Yamabe gradient solitons.
method Investigation of warped product manifolds, derivation of scalar curvature estimates.
result Nontrivial warped product Yamabe gradient solitons have constant scalar curvature in the fiber.

The warping matrix has been defined for knot projections and knot diagrams by using warping degrees. In particular, the warping matrix of a knot diagram represents the knot diagram uniquely. In this paper we show that the rank of the warping matrix is one greater than the crossing number. We also discuss the linearly i…

2015-08-25abs ↗pdf ↗

The paper explores warped-like product metrics with exceptional holonomy groups.

problem Exploring new metrics with exceptional holonomy groups.
method Presented a general ansatz of warped-like product metric and studied specific examples.
result Explicit examples of (3+3+2)(3+3+2) and (3+3+1)(3+3+1) warped-like product manifolds with Spin(7)Spin(7) and G2G_2 holonomy, respectively.

We prove that complete warped product Einstein metrics with isometric bases, simply connected space form fibers, and the same Ricci curvature and dimension are isometric. In the compact case we also prove that the warping functions must be the same up to scaling, while in the non-compact case there are simple examples …

2011-10-11abs ↗pdf ↗

Paper proposes a new efficient transport-based dissimilarity measure for time series classification.

problem Classifying time series with warping distortions.
method Defining a problem statement, proposing an Optimal Transport-based dissimilarity measure.
result The proposed method can solve the time series classification problem with reduced computational cost.

Study properties of bi-warped product submanifolds in specific geometric spaces.

problem Characterize geometric properties of bi-warped product submanifolds.
method Analyze squared norm of second fundamental form and warping functions.
result Relationship between squared norm and warping functions for proper slant submanifolds.