WIAS Preprint No. 2760, (2020)
Tropical time series, iterated-sum signatures and quasisymmetric functions
Authors
- Diehl, Joscha
- Ebrahimi-Fard, Kurusch
- Tapia, Nikolas
ORCID: 0000-0003-0018-2492
2010 Mathematics Subject Classification
- 60L10 60L70 16Y60
Keywords
- Time series analysis, time warping, tropical quasisymmetric functions, semirings
DOI
Abstract
Driven by the need for principled extraction of features from time series, we introduce the iterated-sums signature over any commutative semiring. The case of the tropical semiring is a central, and our motivating, example, as it leads to features of (real-valued) time series that are not easily available using existing signature-type objects.
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