Search Results for author: Joscha Diehl

Found 7 papers, 4 papers with code

FRUITS: Feature Extraction Using Iterated Sums for Time Series Classification

2 code implementations24 Nov 2023 Joscha Diehl, Richard Krieg

We introduce a pipeline for time series classification that extracts features based on the iterated-sums signature (ISS) and then applies a linear classifier.

Time Series Time Series Classification

The moving frame method for iterated-integrals: orthogonal invariants

1 code implementation10 Dec 2020 Joscha Diehl, Rosa Preiß, Michael Ruddy, Nikolas Tapia

Geometric features, robust to noise, of curves in Euclidean space are of great interest for various applications such as machine learning and image analysis.

Differential Geometry Algebraic Geometry 60L10, 14L24

Generalized iterated-sums signatures

no code implementations8 Dec 2020 Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia

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.

BIG-bench Machine Learning

Tropical time series, iterated-sums signatures and quasisymmetric functions

1 code implementation17 Sep 2020 Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia

Aiming for a systematic feature-extraction from time series, we introduce the iterated-sums signature over arbitrary commutative semirings.

Time Series Time Series Analysis

Time-warping invariants of multidimensional time series

1 code implementation13 Jun 2019 Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia

We show that these correspond to a certain family of iterated sums of the increments of the time series, known as quasisymmetric functions in the mathematics literature.

Time Series Time Series Analysis

Invariants of multidimensional time series based on their iterated-integral signature

no code implementations18 Jan 2018 Joscha Diehl, Jeremy Reizenstein

We introduce a novel class of features for multidimensional time series, that are invariant with respect to transformations of the ambient space.

Time Series Time Series Analysis

Rotation invariants of two dimensional curves based on iterated integrals

no code implementations29 May 2013 Joscha Diehl

We introduce a novel class of rotation invariants of two dimensional curves based on iterated integrals.

BIG-bench Machine Learning Vocal Bursts Valence Prediction

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