Wasserstein-Fourier

A distance between time-series

The Wasserstein-Fourrier is a distance between time series. The 'toy_data.ipynb' illustrate basic properties of the distance on synthetic datasets.

Connexion with Machine Learning

Machine Learning models could benefit from the rich geometry induced by the WF distance. 'softmax.py' is an implementation of Softmax regression equipped with the WF distance.

Real world experiments

The notebooks '2_experiment_UrbanSound.ipynb' and '3_Activity_Recognition.ipynb' show how to operate the softmax regression algorithm on two real world datasets.