Deep signature transforms
The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class. It is a transform which has previously been treated as a fixed feature transformation, on top of which a model may be built. We propose a novel approach which combi...
| Main Authors: | , , , , |
|---|---|
| Format: | Conference item |
| Language: | English |
| Published: |
Curran Associates
2019
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