Iterated-sums signature, quasi-symmetric functions and time series analysis
- Diehl, Joscha
- Ebrahimi-Fard, Kurusch
- Tapia, Nikolas
2010 Mathematics Subject Classification
- 60L10 60L70
- Shuffle and quasi-shuffle Hopf algebras, half-shuffles, iterated integral- and sum-signatures, quasi-symmetric functions, Hoffmans's exponential
We survey and extend results on a recently defined character on the quasi-shuffle algebra. This character, termed iterated-sums signature, appears in the context of time series analysis and originates from a problem in dynamic time warping. Algebraically, it relates to (multidimensional) quasisymmetric functions as well as (deformed) quasi-shuffle algebras.
- Sem. Lothar. Combin., 84B (2020), pp. 86/1--86/12.