84 citations · 198 across the 12 of their papers we have counts for
3 papers · 1 filter
Autoregressive Convolutional Neural Networks for Asynchronous Time Series
Mikołaj Bińkowski, Gautier Marti, Philippe Donnat
We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspire…
Optimal Copula Transport for Clustering Multivariate Time Series
Gautier Marti, Frank Nielsen, Philippe Donnat
This paper presents a new methodology for clustering multivariate time series leveraging optimal transport between copulas. Copulas are used to encode both (i) intra-dependence of…
Toward a generic representation of random variables for machine learning
Gautier Marti, Philippe Very, Philippe Donnat
This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic proce…