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Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series.
Gautier Marti
Sébastien Andler
Frank Nielsen
Philippe Donnat
Published in:
SSP (2016)
Keyphrases
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multivariate time series
multivariate time series data
categorical data
clustering algorithm
temporal data
clustering method
phase space reconstruction
k means
dimension reduction
temporal patterns
image sequences
optical flow
cluster analysis
autoregressive
subspace clustering
spatial structure