Invariants of multidimensional time series based on their iterated-integral signature
Computer Vision and Pattern Recognition
2018-05-10 v2 Representation Theory
Abstract
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 group of rotations and the group of permutations of the axes are considered. The starting point for their construction is Chen's iterated-integral signature.
Keywords
Cite
@article{arxiv.1801.06104,
title = {Invariants of multidimensional time series based on their iterated-integral signature},
author = {Joscha Diehl and Jeremy Reizenstein},
journal= {arXiv preprint arXiv:1801.06104},
year = {2018}
}
Comments
complete rewrite of Section 3.3