Differentiable Divergences Between Time Series.
Mathieu BlondelArthur MenschJean-Philippe VertPublished 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