Tropical time series, iterated-sum signatures and quasisymmetric functions
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2760 | |
dc.contributor.author | Diehl, Joscha | |
dc.contributor.author | Ebrahimi-Fard, Kurusch | |
dc.contributor.author | Tapia, Nikolas | |
dc.date.accessioned | 2022-06-30T13:14:19Z | |
dc.date.available | 2022-06-30T13:14:19Z | |
dc.date.issued | 2020 | |
dc.description.abstract | Driven by the need for principled extraction of features from time series, we introduce the iterated-sums signature over any commutative semiring. The case of the tropical semiring is a central, and our motivating, example, as it leads to features of (real-valued) time series that are not easily available using existing signature-type objects. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9410 | |
dc.identifier.uri | https://doi.org/10.34657/8448 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2760 | |
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 | tropical quasisymmetric functions | eng |
dc.subject.other | semirings | eng |
dc.title | Tropical time series, iterated-sum signatures and quasisymmetric functions | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 25 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- wias_preprints_2760.pdf
- Size:
- 251.77 KB
- Format:
- Adobe Portable Document Format
- Description: