Time-warping invariants of multidimensional time series

DOI10.1007/s10440-020-00333-xzbMath1460.62145arXiv1906.05823OpenAlexW3106079343MaRDI QIDQ829561

Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia

Publication date: 6 May 2021

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.05823

zbMATH Keywords

signatureHopf algebratime series analysistime warpingquasisymmetric functionsquasi-shuffle productarea-operationHoffman's exponentialstanding-still invariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Symmetric functions and generalizations (05E05) Connections of Hopf algebras with combinatorics (16T30) Signatures and data streams (60L10)

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Uses Software

• signature-invariants

Cites Work

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