Functional linear regression with truncated signatures

DOI10.1016/j.jmva.2022.105031OpenAlexW3184416711WikidataQ114157878 ScholiaQ114157878MaRDI QIDQ2079598

Adeline Fermanian

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.08442

zbMATH Keywords

linear regressionsignaturesfunctional data analysis

Mathematics Subject Classification ID

Functional data analysis (62R10) Signatures and data streams (60L10)

Related Items (1)

Sig‐Wasserstein GANs for conditional time series generation

Uses Software

• fda (R)
• iisignature
• scikit-fda

Cites Work

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• Iterated Integrals and Population Time Series Analysis
• Algorithm 1004
• Minimal penalties and the slope heuristics: a survey

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