Differentiable Divergences Between Time Series.

Mathieu Blondel Arthur Mensch Jean-Philippe Vert

Published in: CoRR (2020)

Keyphrases

dynamic time warping
objective function
non stationary
kullback leibler
loss function

stock price
chronic hepatitis
multivariate time series
symbolic representation
autoregressive

probabilistic model
artificial neural networks
high dimensional
feature selection
databases

kl divergence
bregman divergences
moving average
data sets
database