热带时间序列，迭代和特征和拟对称函数

IF 1.6 2区数学 Q2 MATHEMATICS, APPLIED SIAM Journal on Applied Algebra and Geometry Pub Date : 2020-09-17 DOI:10.1137/20M138004

J. Diehl, K. Ebrahimi-Fard, N. Tapia

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引用次数: 6

摘要

由于需要从时间序列中有原则地提取特征，我们在任何可交换半环上引入了迭代和签名。热带半环的情况是一个中心和激励的例子，因为它导致(实值)时间序列的特征，这些特征不容易使用现有的签名类型对象获得。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Tropical time series, iterated-sums signatures and quasisymmetric functions

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 availableusing existing signature-type objects.

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