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12/08/2020
Generalized iterated-sums signatures
We explore the algebraic properties of a generalized version of the iter...
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09/17/2020
Tropical time series, iterated-sums signatures and quasisymmetric functions
Driven by the need for principled extraction of features from time serie...
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06/13/2019
Time warping invariants of multidimensional time series
In data science, one is often confronted with a time series representing...
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01/18/2018
Invariants of multidimensional time series based on their iterated-integral signature
We introduce a novel class of features for multidimensional time series,...
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05/29/2013