The Wasserstein-Fourier Distance for Stationary Time Series.
Elsa CazellesArnaud RobertFelipe A. TobarPublished in: IEEE Trans. Signal Process. (2021)
Keyphrases
- non stationary
- dynamic time warping
- distance measure
- euclidean distance
- frequency domain
- fourier analysis
- pointwise
- fourier spectrum
- financial time series
- distance function
- fourier domain
- distance matrix
- fourier transform
- stock market
- distance measurement
- learning algorithm
- neural network
- abnormal patterns
- database
- multidimensional time series
- fourier descriptors
- radon transform
- autoregressive
- distance transform
- distance metric
- short term
- long term
- similarity measure