Embedding and learning with signatures

DOI10.1016/j.csda.2020.107148OpenAlexW3106571115MaRDI QIDQ830467

Adeline Fermanian

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.13211

zbMATH Keywords

signaturefunctional datatime series classificationsequential data

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

The moving-frame method for the iterated-integrals signature: orthogonal invariants, System identification using autoregressive Bayesian neural networks with nonparametric noise models, Signatures, Lipschitz-Free Spaces, and Paths of Persistence Diagrams, Functional linear regression with truncated signatures

Uses Software

• fda (R)
• Scikit
• astsa
• Keras
• XGBoost
• GitHub
• iisignature
• Quick Draw Dataset

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