2 code implementations • 24 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.
1 code implementation • 10 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
no code implementations • 8 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.
1 code implementation • 17 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.
1 code implementation • 13 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.
no code implementations • 18 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.
no code implementations • 29 May 2013 • Joscha Diehl
We introduce a novel class of rotation invariants of two dimensional curves based on iterated integrals.