Calculation of Iterated-Integral Signatures and Log Signatures
From MaRDI portal
Abstract: We explain the algebra needed to make sense of the log signature of a path, with plenty of examples. We show how the log signature can be calculated numerically, and explain some software tools which demonstrate it.
This page was built for publication: Calculation of Iterated-Integral Signatures and Log Signatures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6294985)