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.
Efficiently identifies users from walking activity data using kernel-based DTW.
Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels have since been proposed in the spirit of DTW to extend its use to kernel-based…
Paper introduces k-DTW for robust curve comparison.
We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to shifts or dilatations across the time dimension. To compute DTW, one typically so…
There has been renewed recent interest in developing effective lower bounds for Dynamic Time Warping (DTW) distance between time series. These have many applications in time series indexing, clustering, forecasting, regression and classification. One of the key time series classification algorithms, the nearest neighbo…
We consider multilingual bottleneck features (BNFs) for nearly zero-resource keyword spotting. This forms part of a United Nations effort using keyword spotting to support humanitarian relief programmes in parts of Africa where languages are severely under-resourced. We use 1920 isolated keywords (40 types, 34 minutes)…
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…
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…
New method discovers time series motifs under DTW, significantly reducing computations.
Valid inference method for DTW distance for abnormal time-series detection.
A new differentiable divergence for time series comparison.
A new method aligns spatial and temporal data, improving on Dynamic Time Warping.
Paper proposes DTW-SOM for visual exploration of time-series motifs.
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…
FastDTW is often slower than exact DTW in practical applications.
Study clusters bank customers using LSTM and DTW.
Dynamic Time Warping improves regression accuracy on spectroscopy data.
We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted representation of data, the majority of methods has been proposed for vectorial data onl…
End-to-end neural network improves QbE-STD in multilingual speech search.
New chatter detection method using DTW and kNN outperforms existing techniques.
Diffeomorphic Time Warping (DiffTW) is a novel method for time series classification that learns a diffeomorphic mapping between time series.
Paper proposes a new efficient transport-based dissimilarity measure for time series classification.
The nearest neighbor method together with the dynamic time warping (DTW) distance is one of the most popular approaches in time series classification. This method suffers from high storage and computation requirements for large training sets. As a solution to both drawbacks, this article extends learning vector quantiz…
Dynamic time warping (DTW) can be used to compute the similarity between two sequences of generally differing length. We propose a modification to DTW that performs individual and independent pairwise alignment of feature trajectories. The modified technique, termed feature trajectory dynamic time warping (FTDTW), is a…
Paper develops multivariate time series similarity and distance measures.
We are interested in the decomposition of motion data into a sparse linear combination of base functions which enable efficient data processing. We combine two prominent frameworks: dynamic time warping (DTW), which offers particularly successful pairwise motion data comparison, and sparse coding (SC), which enables an…
A new framework for averaging spatio-temporal signals using optimal transport and soft alignments.
Proposes GDTW for aligning time series on different, incomparable spaces.
Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it diff…
Measuring similarities between unlabeled time series trajectories is an important problem in domains as diverse as medicine, astronomy, finance, and computer vision. It is often unclear what is the appropriate metric to use because of the complex nature of noise in the trajectories (e.g. different sampling rates or out…
The paper presents a method to reduce arm motion complexity for prosthetics and robotics.
This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a variable-wise variance and yields selection of better, more robust regressors. Expe…
Multidimensional time series are sequences of real valued vectors. They occur in different areas, for example handwritten characters, GPS tracking, and gestures of modern virtual reality motion controllers. Within these areas, a common task is to search for similar time series. Dynamic Time Warping (DTW) is a common di…
Paper shows robustness of kernel-based pairwise learning without strict assumptions.
New method generates plausible counterfactuals for time series classification.
Proposes a new method for time series classification and clustering.
New algorithm improves dynamic mode decomposition for high-dimensional data.
The classification of time series data is a well-studied problem with numerous practical applications, such as medical diagnosis and speech recognition. A popular and effective approach is to classify new time series in the same way as their nearest neighbours, whereby proximity is defined using Dynamic Time Warping (D…
We propose a novel appearance-based gesture recognition algorithm using compressed domain signal processing techniques. Gesture features are extracted directly from the compressed measurements, which are the block averages and the coded linear combinations of the image sensor's pixel values. We also improve both the co…
Kernel-based function approximation improves reinforcement learning performance.
DILATE improves deep time series forecasting for non-stationary signals.
Guided warping augments time series data by aligning features with a teacher.
Kernel-based online learning has often shown state-of-the-art performance for many online learning tasks. It, however, suffers from a major shortcoming, that is, the unbounded number of support vectors, making it non-scalable and unsuitable for applications with large-scale datasets. In this work, we study the problem …
Study provides guarantees for kernel clustering under non-parametric mixtures.
Kernel-based algorithms improve integral estimation with near-geometric speed.
Kernel-based L2-boosting with structure constraints improves regression efficiency.
Novel confidence intervals improve convergence rates for sparse kernel-based models.
Adaptive rule improves kernel-based gradient descent performance.