Calculation of Iterated-Integral Signatures and Log Signatures
Rings and Algebras
2017-12-08 v1
Abstract
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 numerically, and explain some software tools which demonstrate it.
Keywords
Cite
@article{arxiv.1712.02757,
title = {Calculation of Iterated-Integral Signatures and Log Signatures},
author = {Jeremy Reizenstein},
journal= {arXiv preprint arXiv:1712.02757},
year = {2017}
}
Comments
9 pages