Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections

1 code implementation • ICLR 2021 • Csaba Toth, Patric Bonnier, Harald Oberhauser

Sequential data such as time series, video, or text can be challenging to analyse as the ordered structure gives rise to complex dependencies.

Imputation Time Series +2

Deep Signature Transforms

3 code implementations • NeurIPS 2019 • Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi, Terry Lyons

The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class.