Iterated-sums signature, quasi-symmetric functions and time series analysis
| dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
| dc.bibliographicCitation.volume | 2736 | |
| dc.contributor.author | Diehl, Joscha | |
| dc.contributor.author | Ebrahimi-Fard, Kurusch | |
| dc.contributor.author | Tapia, Nikolas | |
| dc.date.accessioned | 2022-06-30T13:03:32Z | |
| dc.date.available | 2022-06-30T13:03:32Z | |
| dc.date.issued | 2020 | |
| dc.description.abstract | We survey and extend results on a recently defined character on the quasi-shuffle algebra. This character, termed iterated-sums signature, appears in the context of time series analysis and originates from a problem in dynamic time warping. Algebraically, it relates to (multidimensional) quasisymmetric functions as well as (deformed) quasi-shuffle algebras. | eng |
| dc.description.version | publishedVersion | eng |
| dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9386 | |
| dc.identifier.uri | https://doi.org/10.34657/8424 | |
| dc.language.iso | eng | |
| dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
| dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2736 | |
| 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 | Shuffle and quasi-shuffle Hopf algebras | eng |
| dc.subject.other | half-shuffles | eng |
| dc.subject.other | iterated integral- and sum-signatures | eng |
| dc.subject.other | quasi-symmetric functions | eng |
| dc.subject.other | Hoffmans's exponential | eng |
| dc.title | Iterated-sums signature, quasi-symmetric functions and time series analysis | eng |
| dc.type | Report | eng |
| dc.type | Text | eng |
| dcterms.extent | 9 S. | |
| tib.accessRights | openAccess | |
| wgl.contributor | WIAS | |
| wgl.subject | Mathematik | |
| wgl.type | Report / Forschungsbericht / Arbeitspapier |
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