A Generalised Signature Method for Time Series.
James MorrillAdeline FermanianPatrick KidgerTerry J. LyonsPublished in: CoRR (2020)
Keyphrases
- experimental evaluation
- neural network
- cost function
- high accuracy
- exponential smoothing
- segmentation method
- detection method
- detection algorithm
- computationally efficient
- image sequences
- dynamic programming
- objective function
- computational cost
- computational complexity
- clustering method
- moving average
- multivariate time series
- high precision
- classification method
- non stationary
- evolutionary algorithm
- prior knowledge
- mutual information
- input image
- d objects
- classification accuracy