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1. Iterated-sums signature, quasi-symmetric functions and time series analysis

Author

Diehl, Joscha, Ebrahimi-Fard, Kurusch, and Tapia, Nikolas

Subjects
Hoffmans's exponential, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, 60L10, quasi-symmetric functions, half-shuffles, 60L70, Shuffle and quasi-shuffle Hopf algebras, iterated integral- and sum-signatures
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.

Published
2020
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