Generalized iterated-sums signatures
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2795 | |
dc.contributor.author | Diehl, Joscha | |
dc.contributor.author | Ebrahimi-Fard, Kurusch | |
dc.contributor.author | Tapia, Nikolas | |
dc.date.accessioned | 2022-06-30T13:24:03Z | |
dc.date.available | 2022-06-30T13:24:03Z | |
dc.date.issued | 2020 | |
dc.description.abstract | We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F. Király and H. Oberhauser. In particular, we show how to recover the character property of the associated linear map over the tensor algebra by considering a deformed quasi-shuffle product of words on the latter. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9445 | |
dc.identifier.uri | https://doi.org/10.34657/8483 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2795 | |
dc.relation.issn | 2198-5855 | |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | |
dc.subject.other | Time series analysis | eng |
dc.subject.other | time warping | eng |
dc.subject.other | signature | eng |
dc.subject.other | quasi-shuffle product | eng |
dc.subject.other | Hoffman`s exponential | eng |
dc.subject.other | Hopf algebra | eng |
dc.title | Generalized iterated-sums signatures | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 13 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
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