iisignature

swMATH32898MaRDI QIDQ44609FDOQ44609

Author name not available (Why is that?)

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

Described by source

• Algorithm 1004: the iisignature library: efficient calculation of iterated-integral signatures and log signatures

Cited In (7)

• Optimal execution with rough path signatures
• On the adjoint of the Eulerian idempotent in an analytic context
• Embedding and learning with signatures
• Functional linear regression with truncated signatures
• Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition
• Iterated integrals and population time series analysis
• The signature kernel is the solution of a Goursat PDE

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