Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions
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Publication:5057036
DOI10.1137/20M1380041zbMath1502.62089arXiv2009.08443OpenAlexW3084924625MaRDI QIDQ5057036
Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia
Publication date: 14 December 2022
Published in: SIAM Journal on Applied Algebra and Geometry (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08443
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Semirings (16Y60) Applications of tropical geometry (14T90) Signatures and data streams (60L10)
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