3 papers
math.RA2025
A multiplicative surface signature through its Magnus expansion
Ilya Chevyrev, Joscha Diehl, Kurusch Ebrahimi-Fard +1
In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and d…
math.RA2024
Conjugation, loop and closure invariants of the iterated-integrals signature
Joscha Diehl, Rosa PreiÃ, Jeremy Reizenstein
Given a feature set for the shape of a closed loop, it is natural to ask which features in that set do not change when the starting point of the path is moved. For example, in two…
math.CO2024
Two-parameter sums signatures and corresponding quasisymmetric functions
Joscha Diehl, Leonard Schmitz
Quasisymmetric functions have recently been used in time series analysis as polynomial features that are invariant under, so-called, dynamic time warping. We extend this notion to…