signature-invariants

swMATH34627MaRDI QIDQ46336FDOQ46336

Author name not available (Why is that?)

Official website: https://arxiv.org/abs/1801.06104

Source code repository: https://github.com/diehlj/signature-invariants-py

Described by source

• Invariants of multidimensional time series based on their iterated-integral signature

Cited In (8)

• Time-warping invariants of multidimensional time series
• New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
• A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula
• Learning paths from signature tensors
• Toric geometry of path signature varieties
• Signatory
• iisignature
• Signatures of paths transformed by polynomial maps

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