Invariants of multidimensional time series based on their iterated-integral signature
classification
💻 cs.CV
math.RT
keywords
groupiterated-integralmultidimensionalseriessignaturetimeambientaxes
read the original abstract
We introduce a novel class of features for multidimensional time series, that are invariant with respect to transformations of the ambient space. The general linear group, the group of rotations and the group of permutations of the axes are considered. The starting point for their construction is Chen's iterated-integral signature.
This paper has not been read by Pith yet.
Forward citations
Cited by 1 Pith paper
-
The Singular Values of L\'evy's Area Matrix
Explicit density for singular values of Lévy's area matrix, determinantal point process characterization, and d to infinity asymptotics including absolute Cauchy limit.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.