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Related papers: Path Signatures for Feature Extraction. An Introdu…

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In this work, a feature extraction method for offline signature verification is presented that harnesses the power of sparse representation in order to deliver state-of-the-art verification performance in several signature datasets like…

Computer Vision and Pattern Recognition · Computer Science 2019-01-24 Elias N. Zois , Dimitrios Tsourounis , Ilias Theodorakopoulos , Anastasios Kesidis , George Economou

We investigate the use of path signatures in a machine learning context for hedging exotic derivatives under non-Markovian stochastic volatility models. In a deep learning setting, we use signatures as features in feedforward neural…

Machine Learning · Statistics 2025-08-12 Eduardo Abi Jaber , Louis-Amand Gérard

An automatic road sign detection system localizes road signs from within images captured by an on-board camera of a vehicle, and support the driver to properly ride the vehicle. Most existing algorithms include a preprocessing step, feature…

Computer Vision and Pattern Recognition · Computer Science 2017-12-14 Rinat Mukhometzianov , Ying Wang

The aim of this article is to develop an explicit procedure that enables one to reconstruct any $C^1$ path (at natural parametrization) from its signature. We also explicitly quantify the distance between the reconstructed path and the…

Classical Analysis and ODEs · Mathematics 2018-06-05 Terry Lyons , Weijun Xu

The path signature, having enjoyed recent success in the machine learning community, is a theoretically-driven method for engineering features from irregular paths. On the other hand, graph neural networks (GNN), neural architectures for…

Machine Learning · Computer Science 2024-02-07 Hans Riess , Manolis Veveakis , Michael M. Zavlanos

Many finance, physics, and engineering phenomena are modeled by continuous-time dynamical systems driven by highly irregular (stochastic) inputs. A powerful tool to perform time series analysis in this context is rooted in rough path theory…

Machine Learning · Computer Science 2023-04-27 Enea Monzio Compagnoni , Anna Scampicchio , Luca Biggio , Antonio Orvieto , Thomas Hofmann , Josef Teichmann

In stochastic analysis, a standard method to study a path is to work with its signature. This is a sequence of tensors of different order that encode information of the path in a compact form. When the path varies, such signatures…

Algebraic Geometry · Mathematics 2020-08-25 Laura Colmenarejo , Francesco Galuppi , Mateusz Michałek

The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class. It is a transform which has previously been treated as a fixed feature transformation, on top of which a…

Machine Learning · Computer Science 2019-10-29 Patric Bonnier , Patrick Kidger , Imanol Perez Arribas , Cristopher Salvi , Terry Lyons

The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals. This construction is central to the theory of rough paths in stochastic analysis. It is here examined through the lens of algebraic geometry.…

Probability · Mathematics 2019-12-04 Carlos Améndola , Peter Friz , Bernd Sturmfels

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

A subgraph is constructed by using a subset of vertices and edges of a given graph. There exist many graph properties that are hereditary for subgraphs. Hence, researchers from different communities have paid a great deal of attention in…

Combinatorics · Mathematics 2023-06-06 Kai Siong Yow , Ningyi Liao , Siqiang Luo , Reynold Cheng , Chenhao Ma , Xiaolin Han

This paper introduces a novel feature extraction technique for the analysis of spectral line Stokes profiles. The procedure is based on the use of an auto-associative artificial neural network containing non-linear hidden layers. The neural…

Astrophysics · Physics 2009-11-10 H. Socas-Navarro

The signature transform is a 'universal nonlinearity' on the space of continuous vector-valued paths, and has received attention for use in machine learning on time series. However, real-world temporal data is typically observed at discrete…

Machine Learning · Computer Science 2020-06-09 Michael Moor , Max Horn , Christian Bock , Karsten Borgwardt , Bastian Rieck

This paper describes a geometry based technique for feature extraction applicable to segmentation-based word recognition systems. The proposed system extracts the geometric features of the character contour. This features are based on the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-13 Dinesh Dileep Gaurav , Renu Ramesh

This paper aims to catalyze the discussions about text feature extraction techniques using neural network architectures. The research questions discussed in the paper focus on the state-of-the-art neural network techniques that have proven…

Computation and Language · Computer Science 2017-04-28 Vineet John

Conventional field parameters for surface measurement use all data points, while feature characterization focuses on subsets extracted by watershed segmentation. This approach enables the extraction of specific features that are potentially…

Signal Processing · Electrical Eng. & Systems 2025-01-24 Alexander Müller , Matthias Eifler , Arsalan Jawaid , Jörg Seewig

Motion trajectory recognition is important for characterizing the moving property of an object. The speed and accuracy of trajectory recognition rely on a compact and discriminative feature representation, and the situations of varying…

Computer Vision and Pattern Recognition · Computer Science 2016-04-18 Xingyu Wu , Xia Mao , Lijiang Chen , Yuli Xue , Angelo Compare

Handwritten circuit diagrams from educational scenarios or historic sources usually exist on analogue media. For deriving their functional principles or flaws automatically, they need to be digitized, extracting their electrical graph.…

Computer Vision and Pattern Recognition · Computer Science 2023-01-19 Johannes Bayer , Amit Kumar Roy , Andreas Dengel

This paper outlines some of the possible advancements for the technosignatures searches using the new methods currently rapidly developing in computer science, such as machine learning and deep learning. It also showcases a couple of case…

Instrumentation and Methods for Astrophysics · Physics 2019-03-21 Anamaria Berea , Steve Croft , Daniel Angerhausen

This paper presents an accurate method for verifying online signatures. The main difficulty of signature verification come from: (1) Lacking enough training samples (2) The methods must be spatial change invariant. To deal with these…

Computer Vision and Pattern Recognition · Computer Science 2018-06-27 Mohammad Hajizadeh Saffar , Mohsen Fayyaz , Mohammad Sabokrou , Mahmood Fathy