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Iterated-sums signature, quasi-symmetric functions and time series analysis
- Publication Year :
- 2020
- Publisher :
- Weierstrass Institute, 2020.
-
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.
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....52386a7f669e23a1552a5f93266571a1
- Full Text :
- https://doi.org/10.20347/wias.preprint.2736