We consider a matching problem for time series with values in an arbitrary metric space, with the stretching penalty given by the Hellinger kernel. To optimize this matching, we introduce the Elastic Time Warping algorithm with a cubic computational complexity.
翻译:本文研究任意度量空间中时间序列的匹配问题,其拉伸惩罚由Hellinger核函数给出。为优化此类匹配,我们提出了计算复杂度为立方阶的弹性时间规整算法。