Entropic Dynamic Time Warping Kernels for Co-evolving Financial Time Series Analysis.
Lu BaiLixin CuiLixiang XuYue WangZhihong ZhangEdwin R. HancockPublished in: CoRR (2019)
Keyphrases
- dynamic time warping
- lower bounding
- distance measure
- shape retrieval
- euclidean distance
- similarity measure
- kernel methods
- similarity search
- kernel function
- edit distance
- support vector
- subsequence matching
- elastic matching
- nearest neighbor classifier
- word spotting
- feature space
- shape similarity
- signature verification
- machine learning
- longest common subsequence
- quasi periodic