内容引自https://arxiv.org/pdf/1401.3973.pdf
时域范数
p > 1 p>1 p>1
d L p ( x 1 : T , y 1 : T ) = ( ∑ i = 1 T ( x i − y i ) p ) 1 p d_{\mathrm{L}_p} \left( x_{1:T}, y_{1:T} \right) = \left( \sum\limits_{i=1}^T (x_i - y_i)^p \right)^{\frac 1 p} dLp(x1:T,y1:T)=(i=1∑T(xi−yi)p)p1
频域范数
p > 1 p>1 p>1
X 1 : Ω = F ( x 1 : T ) , Y 1 : Ω = F ( y 1 : T ) X_{1:\Omega} = \mathscr{F}(x_{1:T}), Y_{1:\Omega} = \mathscr{F}(y_{1:T}) X1:Ω=F(x1:T),Y1:Ω=F(y1:T)
d L p ( X 1 : Ω , Y 1 : Ω ) = ( ∑ i = 1 Ω ( X i − Y i ) p ) 1 p d_{\mathrm{L}_p} \left( X_{1:\Omega}, Y_{1:\Omega} \right) = \left( \sum\limits_{i=1}^\Omega (X_i - Y_i)^p \right)^{\frac 1 p} dLp(X1:Ω,Y