2 papers
cs.LG2023
OTW: Optimal Transport Warping for Time Series
Fabian Latorre, Chenghao Liu, Doyen Sahoo +1
Dynamic Time Warping (DTW) has become the pragmatic choice for measuring distance between time series. However, it suffers from unavoidable quadratic time complexity when the optim…
math.ST2016
Complexity Regularization and Local Metric Entropy
Fabián Latorre
In the context of Structural Risk Minimization, one is presented a sequence of classes from which, given a random sample one wants to choose a stron…