Discrete signature varieties
Combinatorics
2025-11-13 v5 Algebraic Geometry
Probability
Abstract
Discrete signatures are invariants computed from time series corresponding to the discretised version of the signature of paths. We study the algebraic varieties arising from their images, the discrete signature varieties. We introduce them and compute their dimension in many cases. From a particular subclass of these varieties, we derive a partial solution to the Chen-Chow theorem for complex-valued time series.
Keywords
Cite
@article{arxiv.2303.13377,
title = {Discrete signature varieties},
author = {Carlo Bellingeri and Raul Penaguiao},
journal= {arXiv preprint arXiv:2303.13377},
year = {2025}
}
Comments
26 pages, one diagram