论文标题
广泛的WASSERSTEIN嵌入时间序列分析的地质特性
Geodesic Properties of a Generalized Wasserstein Embedding for Time Series Analysis
论文作者
论文摘要
基于运输的指标和相关嵌入（转换）最近已用于模拟存在非线性结构或变化的信号类。在本文中，我们研究了具有广义的瓦斯汀度量的时间序列数据的测量特性，以及与它们在嵌入空间中签名的累积分布变换有关的几何形状。此外，我们展示了如何理解这样的几何特征可以为某些时间序列分类器提供可解释性，并为更强大的分类器提供灵感。
Transport-based metrics and related embeddings (transforms) have recently been used to model signal classes where nonlinear structures or variations are present. In this paper, we study the geodesic properties of time series data with a generalized Wasserstein metric and the geometry related to their signed cumulative distribution transforms in the embedding space. Moreover, we show how understanding such geometric characteristics can provide added interpretability to certain time series classifiers, and be an inspiration for more robust classifiers.
