signature-invariants

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 7 articles , 1 standard article )

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  1. Colmenarejo, Laura; Diehl, Joscha; Sorea, Miruna-Ştefana: A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn’s formula (2022)
  2. Cass, Thomas R. (ed.); Crisan, Dan (ed.); Friz, Peter K. (ed.); Gubinelli, Massimiliano (ed.): New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (2020)
  3. Colmenarejo, Laura; Galuppi, Francesco; Michałek, Mateusz: Toric geometry of path signature varieties (2020)
  4. Colmenarejo, Laura; Preiß, Rosa: Signatures of paths transformed by polynomial maps (2020)
  5. Diehl, Joscha; Ebrahimi-Fard, Kurusch; Tapia, Nikolas: Time-warping invariants of multidimensional time series (2020)
  6. Diehl, Joscha; Reizenstein, Jeremy: Invariants of multidimensional time series based on their iterated-integral signature (2019)
  7. Pfeffer, Max; Seigal, Anna; Sturmfels, Bernd: Learning paths from signature tensors (2019)