2.7k citations · 2.8k across the 20 of their papers we have counts for
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cs.DS2018★ 19 cited
The iisignature library: efficient calculation of iterated-integral signatures and log signatures
Jeremy Reizenstein, Benjamin Graham
Iterated-integral signatures and log signatures are vectors calculated from a path that characterise its shape. They come from the theory of differential equations driven by rough…
cs.CV2018
Invariants of multidimensional time series based on their iterated-integral signature
Joscha Diehl, Jeremy Reizenstein
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 grou…