iisignature

swMATH32898MaRDI QIDQ44609FDOQ44609

Author name not available (Why is that?)

Source code repository: https://github.com/bottler/iisignature

Described by source

• Algorithm 1004

Cited In (7)

• On the adjoint of the Eulerian idempotent in an analytic context
• Embedding and learning with signatures
• Functional linear regression with truncated signatures
• Iterated Integrals and Population Time Series Analysis
• The Signature Kernel Is the Solution of a Goursat PDE
• Optimal Execution with Rough Path Signatures
• Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition

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