A generalised signature method for multivariate time series feature extraction
The 'signature method' refers to a collection of feature extraction techniques for multivariate time series, derived from the theory of controlled differential equations. There is a great deal of flexibility as to how this method can be applied. On the one hand, this flexibility allows the...
| Main Authors: | , , , |
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| Format: | Internet publication |
| Language: | English |
| Published: |
2020
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