Non-Parametric and Regularized Dynamical Wasserstein Barycenters for Time-Series Analysis. (arXiv:2210.01918v1 [cs.LG])

We consider probabilistic time-series models for systems that gradually
transition among a finite number of states, in contrast to the more commonly
considered case where such transitions are abrupt or instantaneous. We are
particularly motivated by applications such as human activity analysis where
the observed time-series contains segments representing distinct activities
such as running or walking as well as segments characterized by continuous
transition among these states. Accordingly, the dynamical Wasserstein
barycenter (DWB) model introduced in Cheng et al. in …

analysis arxiv non-parametric parametric series