  While large volumes of unlabeled data are usually available, associated
labels are often scarce. The unsupervised domain adaptation problem aims at
exploiting labels from a source domain to classify data from a related, yet
different, target domain. When time series are at stake, new difficulties arise
as temporal shifts may appear in addition to the standard feature distribution
shift. In this paper, we introduce the Match-And-Deform (MAD) approach that
aims at finding correspondences between the source and target time series while
allowing temporal distortions. The associated optimization problem
simultaneously aligns the series thanks to an optimal transport loss and the
time stamps through dynamic time warping. When embedded into a deep neural
network, MAD helps learning new representations of time series that both align
the domains and maximize the discriminative power of the network. Empirical
studies on benchmark datasets and remote sensing data demonstrate that MAD
makes meaningful sample-to-sample pairing and time shift estimation, reaching
similar or better classification performance than state-of-the-art deep time
series domain adaptation strategies.
