← Search

Kevin C Cheng

2 accepted papers

2021

Dynamical Wasserstein Barycenters for Time-series Modeling

NeurIPS 2021poster

Many time series can be modeled as a sequence of segments representing high-level discrete states, such as running and walking in a human activity application. Flexible models should describe the system state and observations in stationary ``pure-state'' periods as well as transition periods between…

2020

Optimal Transport Based Change Point Detection and Time Series Segment Clustering

ICASSP 2020accepted

Two common problems in time series analysis are the decomposition of the data stream into disjoint segments that are each in some sense "homogeneous" - a problem known as Change Point Detection (CPD) - and the grouping of similar nonadjacent segments, a problem that we call Time Series Segment Clust…

Cited by 0SourceScholar