signature-invariants

MaRDI QIDQ46336swMATHFDO

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
• Signatory
• iisignature
• Toric geometry of path signature varieties
• Signatures of paths transformed by polynomial maps

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