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Iterated-sums signature, quasi-symmetric functions and time series analysis
2020, Diehl, Joscha, Ebrahimi-Fard, Kurusch, Tapia, Nikolas
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.