We present algorithms for efficiently calculating these signatures, and benchmark their performance. We release the methods as a Python package.
We present algorithms for efficiently calculating these signatures. For log signatures this requires consideration of the structure of free Lie algebras.
Mar 20, 2020 · Iterated-integral signatures and log signatures are sequences calculated from a path that characterizes its shape. They originate from the ...
This package provides tools for calculating the signature and log signature of a data stream. These are summary statistics of piecewise linear paths.
Algorithms for efficiently calculating iterated-integral signatures and log signatures, which are vectors calculated from a path that characterise its shape ...
The iisignature Python package is designed to provide an easy-to-use reasonably e cient im- plementation of iterated-integral signatures and log-signatures of ...
Missing: 1004: | Show results with:1004:
Dec 7, 2017 · We explain the algebra needed to make sense of the log signature of a path, with plenty of examples. We show how the log signature can be calculated ...
Missing: Algorithm 1004: Iisignature Library: Efficient
Algorithm 1004: The Iisignature Library: Efficient Calculation of Iterated-Integral Signatures and Log Signatures. Auteurs. Jeremy F. Reizenstein · Benjamin ...
Feb 22, 2018 · Iterated-integral signatures and log signatures are vectors calculated from a path that characterise its shape. They come from the theory of ...
Missing: 1004: | Show results with:1004:
Algorithm 1004: The iisignature library: Efficient calculation of iterated-integral signatures and log signatures. ACM Trans. Math. Softw., 46(1), 03 2020 ...