Search Results for author: Terence J. Lyons

Found 1 papers, 0 papers with code

Signature features with the visibility transformation

no code implementations8 Apr 2020 Yue Wu, Hao Ni, Terence J. Lyons, Robin L. Hudson

In this paper we put the visibility transformation on a clear theoretical footing and show that this transform is able to embed the effect of the absolute position of the data stream into signature features in a unified and efficient way.

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