21 citations · 96 across the 15 of their papers we have counts for
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math.RA2020★ 7 cited
Generalized iterated-sums signatures
Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia
We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Király and H.~Oberhauser. In particular, we show how to…
math.RA2020★ 9 cited
Tropical time series, iterated-sums signatures and quasisymmetric functions
Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia
Aiming for a systematic feature-extraction from time series, we introduce the iterated-sums signature over arbitrary commutative semirings. The case of the tropical semiring is a c…