tslearn.barycenters¶
The tslearn.barycenters
module gathers algorithms for time series
barycenter computation.
A barycenter (or Fréchet mean) is a time series \(b\) which minimizes the sum of squared distances to the time series of a given data set \(x\):
Only the methods dtw_barycenter_averaging()
and
softdtw_barycenter()
can operate on variablelength timeseries
(see here).
See the barycenter examples for an overview.
Functions

Standard Euclidean barycenter computed from a set of time series. 

DTW Barycenter Averaging (DBA) method estimated through ExpectationMaximization algorithm. 

DTW Barycenter Averaging (DBA) method estimated through subgradient descent algorithm. 

Compute barycenter (time series averaging) under the softDTW [1] geometry. 