Time Series Averaging under Dynamic Time Warping
Problem:
Find an optimizer which minimizes the Fréchet function “as good as possible” for samples from many datasets.
ToDo
Sources
Paper
Highly relevant
Slightly relevant
Not sure
Irrelevant (since they're already considered in the original paper)
- Subgradient Mean Algorithm (SG)
- Majorize-Minimize Mean Algorithm
- DTW Barycenter Averaging (seems to be equivalent to MM ??? )
Source code