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)

Related Items (9)

Stability of Deep Neural Networks via Discrete Rough Paths ⋮ Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions ⋮ The algebraic and geometric classification of Zinbiel algebras ⋮ Smooth rough paths, their geometry and algebraic renormalization ⋮ Central extensions of filiform Zinbiel algebras ⋮ Central extensions of 3-dimensional Zinbiel algebras ⋮ Generalized iterated-sums signatures ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ Symmetric Zinbiel superalgebras

Uses Software

• signature-invariants

Cites Work

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