The Wasserstein-Fourier Distance for Stationary Time Series.
Elsa CazellesArnaud RobertFelipe A. TobarPublished in: CoRR (2019)
Keyphrases
- non stationary
- fourier analysis
- dynamic time warping
- distance measure
- image reconstruction
- fourier transform
- distance transform
- fourier spectrum
- pointwise
- multidimensional time series
- autoregressive
- stock price
- tomographic image reconstruction
- chronic hepatitis
- distance matrix
- translation invariant
- shift invariant
- sequential data
- hamming distance
- real time
- euclidean distance
- distance function
- case study