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

10.20347/WIAS.PREPRINT.2760

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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