A framework detects multiscale recurrences in irregular time series by applying 1-Wasserstein distance with thresholds derived from Brownian motion scale invariance.
Varley and Olaf Sporns, “Network Anal- 13 FIG
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Wasserstein recurrence networks for multiscale time series pattern analysis
A framework detects multiscale recurrences in irregular time series by applying 1-Wasserstein distance with thresholds derived from Brownian motion scale invariance.