Universal randomised signatures for generative time series modelling.
Francesca BiaginiLukas GononNiklas WalterPublished in: CoRR (2024)
Keyphrases
- generative model
- data sets
- dynamic time warping
- case study
- weather forecasting
- moving average
- signature verification
- multidimensional time series
- designated verifier
- abnormal patterns
- signature recognition
- signature scheme
- autoregressive
- stock market
- unsupervised learning
- data driven
- data structure
- reinforcement learning