signature-invariants: Invariants of multidimensional time series based on their iterated-integral signature. We introduce a novel class of features for multidimensional time series that are invariant with respect to transformations of the ambient space. The general linear group, the group of rotations and the group of permutations of the axes are considered. The starting point for their construction is Chen’s iterated-integral signature.
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References in zbMATH (referenced in 4 articles , 1 standard article )
Showing results 1 to 4 of 4.
- Colmenarejo, Laura; Galuppi, Francesco; Michałek, Mateusz: Toric geometry of path signature varieties (2020)
- Colmenarejo, Laura; Preiß, Rosa: Signatures of paths transformed by polynomial maps (2020)
- Diehl, Joscha; Reizenstein, Jeremy: Invariants of multidimensional time series based on their iterated-integral signature (2019)
- Pfeffer, Max; Seigal, Anna; Sturmfels, Bernd: Learning paths from signature tensors (2019)