signature-invariants

swMATH34627MaRDI QIDQ46336

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

Described by source

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

Related Items (6)

Time-warping invariants of multidimensional time series ⋮ Signatures of paths transformed by polynomial maps ⋮ Toric geometry of path signature varieties ⋮ Learning Paths from Signature Tensors ⋮ 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

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