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Related papers: Tropical time series, iterated-sums signatures and…

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In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…

Rings and Algebras · Mathematics 2020-10-20 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

Towards building tropical analogues of adic spaces, we study certain spaces of prime congruences as a topological semiring replacement for the space of continuous valuations on a topological ring. This requires building the theory of…

Algebraic Geometry · Mathematics 2024-07-24 Netanel Friedenberg , Kalina Mincheva

We introduce a pipeline for time series classification that extracts features based on the iterated-sums signature (ISS) and then applies a linear classifier. These features are intrinsically nonlinear, capture chronological information,…

Machine Learning · Statistics 2023-11-27 Joscha Diehl , Richard Krieg

This paper introduces a new structure of commutative semiring, generalizing the tropical semiring, and having an arithmetic that modifies the standard tropical operations, i.e. summation and maximum. Although our framework is combinatorial,…

Algebraic Geometry · Mathematics 2010-08-02 Zur Izhakian

We introduce a generalization of tropical polyhedra able to express both strict and non-strict inequalities. Such inequalities are handled by means of a semiring of germs (encoding infinitesimal perturbations). We develop a tropical…

Combinatorics · Mathematics 2015-01-05 Xavier Allamigeon , Uli Fahrenberg , Stéphane Gaubert , Ricardo D. Katz , Axel Legay

In this article we address the problem of separation of shape and time components in time series. The concept ofshape that we tackle is termed temporally neutral to consider that it may possibly exist outside of any temporal specification,…

Discrete Mathematics · Computer Science 2019-11-25 Pierre-François Marteau

Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…

Machine Learning · Computer Science 2026-05-08 Christodoulos Kechris , Jonathan Dan , David Atienza

One-sided linear systems of the form ``$Ax=b$'' are well-known and extensively studied over the tropical (max-plus) semiring and wide classes of related idempotent semirings. The usual approach is to first find the greatest solution to such…

Rings and Algebras · Mathematics 2026-05-06 Sulaiman Alhussaini , Sergei Sergeev

The growth of tropical geometry has generated significant interest in the tropical semiring in the past decade. However, there are other semirings in tropical algebra that provide more information, such as the symmetrized (max, +),…

Commutative Algebra · Mathematics 2018-10-09 Sara Kalisnik Verovsek , Davorin Lesnik

We present a method to construct signatures of periodic-like data. Based on topological considerations, our construction encodes information about the order and values of local extrema. Its main strength is robustness to reparametrisation…

Statistics Theory · Mathematics 2023-06-26 Wojciech Reise , Bertrand Michel , Frédéric Chazal

Quasisymmetric functions have recently been used in time series analysis as polynomial features that are invariant under, so-called, dynamic time warping. We extend this notion to data indexed by two parameters and thus provide warping…

Combinatorics · Mathematics 2024-10-10 Joscha Diehl , Leonard Schmitz

The 'signature method' refers to a collection of feature extraction techniques for multivariate time series, derived from the theory of controlled differential equations. There is a great deal of flexibility as to how this method can be…

Machine Learning · Computer Science 2021-02-09 James Morrill , Adeline Fermanian , Patrick Kidger , Terry Lyons

We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Kir\'aly and H.~Oberhauser. In particular, we show how to recover the character property of the associated linear…

Rings and Algebras · Mathematics 2023-07-17 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

The tropical semiring is an algebraic system with addition ``$\max$'' and multiplication ``$+$''. As well as in conventional algebra, linear programming in the tropical semiring has been developed. In this study, we introduce a new type of…

Optimization and Control · Mathematics 2026-02-03 Yuki Nishida

Symbolic representations of time series have proven to be effective for time series classification, with many recent approaches including SAX-VSM, BOSS, WEASEL, and MrSEQL. The key idea is to transform numerical time series to symbolic…

Machine Learning · Computer Science 2022-03-16 Thach Le Nguyen , Georgiana Ifrim

In this paper we develop a combinatorial abstraction of tropical linear programming. This generalizes the search for a feasible point of a system of min-plus-inequalities. It is based on the polyhedral properties of triangulations of the…

Optimization and Control · Mathematics 2017-12-05 Georg Loho

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

We consider multidimensional optimization problems that are formulated in the framework of tropical mathematics to minimize functions defined on vectors over a tropical semifield (a semiring with idempotent addition and invertible…

Optimization and Control · Mathematics 2018-05-29 Nikolai Krivulin

Supervised learning with irregularly sampled time series have been a challenge to Machine Learning methods due to the obstacle of dealing with irregular time intervals. Some papers introduced recently recurrent neural network models that…

Machine Learning · Computer Science 2020-03-23 Rafael T. Sousa , Lucas A. Pereira , Anderson S. Soares

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…

Computer Vision and Pattern Recognition · Computer Science 2018-05-10 Joscha Diehl , Jeremy Reizenstein
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