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相关论文: 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…

计算机视觉与模式识别 · 计算机科学 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…

机器学习 · 统计学 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…

计算机视觉与模式识别 · 计算机科学 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…

经典分析与常微分方程 · 数学 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…

机器学习 · 计算机科学 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…

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…

代数几何 · 数学 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…

机器学习 · 计算机科学 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.…

概率论 · 数学 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…

计算金融 · 定量金融 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…

组合数学 · 数学 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…

天体物理学 · 物理学 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…

机器学习 · 计算机科学 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…

计算机视觉与模式识别 · 计算机科学 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…

计算与语言 · 计算机科学 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…

信号处理 · 电气工程与系统科学 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…

计算机视觉与模式识别 · 计算机科学 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.…

计算机视觉与模式识别 · 计算机科学 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…

天体物理仪器与方法 · 物理学 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…

计算机视觉与模式识别 · 计算机科学 2018-06-27 Mohammad Hajizadeh Saffar , Mohsen Fayyaz , Mohammad Sabokrou , Mahmood Fathy