First DTW-certified robust anomaly detection for time series via randomized smoothing adapted through an l_p-to-DTW lower-bound transformation.
Deep learning with long short-term memory networks for financial market predictions.European Journal of operational research, 270(2):654–669
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Fortifying Time Series: DTW-Certified Robust Anomaly Detection
First DTW-certified robust anomaly detection for time series via randomized smoothing adapted through an l_p-to-DTW lower-bound transformation.