Thematische Bibliographien / Path signatures

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Auswahl der wissenschaftlichen Literatur zum Thema „Path signatures“

Autor: Grafiati

Veröffentlicht am 21. Dezember 2024

Zuletzt aktualisiert am 31. Juli 2025

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Zeitschriftenartikel zum Thema "Path signatures"

Kalsi, Jasdeep, Terry Lyons, and Imanol Perez Arribas. "Optimal Execution with Rough Path Signatures." SIAM Journal on Financial Mathematics 11, no. 2 (2020): 470–93. http://dx.doi.org/10.1137/19m1259778.

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Cartea, Álvaro, Imanol Pérez Arribas, and Leandro Sánchez-Betancourt. "Double-Execution Strategies Using Path Signatures." SIAM Journal on Financial Mathematics 13, no. 4 (2022): 1379–417. http://dx.doi.org/10.1137/21m1456467.

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Boland, Philip J. "Signatures of indirect majority systems." Journal of Applied Probability 38, no. 2 (2001): 597–603. http://dx.doi.org/10.1239/jap/996986765.

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If τ is the lifetime of a coherent system, then the signature of the system is the vector of probabilities that the lifetime coincides with the ith order statistic of the component lifetimes. The signature can be useful in comparing different systems. In this treatment we give a characterization of the signature of a system with independent identically distributed components in terms of the number of path sets in the system as well as in terms of the number of what we call ordered cut sets. We consider, in particular, the signatures of indirect majority systems and compare them with the signat

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Boland, Philip J. "Signatures of indirect majority systems." Journal of Applied Probability 38, no. 02 (2001): 597–603. http://dx.doi.org/10.1017/s0021900200020064.

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Mashchenko, Kirill Alekseevich. "Signature Methods for Time Series Analysis." Russian Digital Libraries Journal 28, no. 3 (2025): 681–700. https://doi.org/10.26907/1562-5419-2025-28-3-681-700.

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Signature methods are a powerful tool for time series analysis, transforming them into a form suitable for machine learning tasks. The article examines the fundamental concepts of path signatures, their properties, and geometric interpretation, as well as computational methods for various types of time series. Examples of signature method applications in different fields, including finance, medicine, and education, are presented, highlighting their advantages over traditional approaches. Special attention is given to synthetic data generation based on signatures, which is particularly relevant

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Fang, Yuan, Zhe Su, Jing Xie, et al. "Genomic signatures of pancreatic adenosquamous carcinoma (PASC)." Journal of Pathology 243, no. 2 (2017): 155–59. http://dx.doi.org/10.1002/path.4943.

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Jiang, Yunjiang, and Weijun Xu. "On the Number of Turns in Reduced Random Lattice Paths." Journal of Applied Probability 50, no. 2 (2013): 499–515. http://dx.doi.org/10.1239/jap/1371648957.

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We consider the tree-reduced path of a symmetric random walk on ℤd. It is interesting to ask about the number of turns Tn in the reduced path after n steps. This question arises from inverting the signatures of lattice paths: Tn gives an upper bound of the number of terms in the signature needed to reconstruct a ‘random’ lattice path with n steps. We show that, when n is large, the mean and variance of Tn in the asymptotic expansion have the same order as n, while the lower-order terms are O(1). We also obtain limit theorems for Tn, including the large deviations principle, central limit theor

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Jiang, Yunjiang, and Weijun Xu. "On the Number of Turns in Reduced Random Lattice Paths." Journal of Applied Probability 50, no. 02 (2013): 499–515. http://dx.doi.org/10.1017/s0021900200013528.

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We consider the tree-reduced path of a symmetric random walk on ℤ d . It is interesting to ask about the number of turns T n in the reduced path after n steps. This question arises from inverting the signatures of lattice paths: T n gives an upper bound of the number of terms in the signature needed to reconstruct a ‘random’ lattice path with n steps. We show that, when n is large, the mean and variance of T n in the asymptotic expansion have the same order as n, while the lower-order terms are O(1). We also obtain limit theorems for T n, including the large deviations principle, central limit

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Shestakova, Tatyana. "On A. D. Sakharov’s Hypothesis of Cosmological Transitions with Changes in the Signature of the Metric." Universe 7, no. 5 (2021): 151. http://dx.doi.org/10.3390/universe7050151.

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The paper discusses possible consequences of A. D. Sakharov’s hypothesis of cosmological transitions with changes in the signature of the metric, based on the path integral approach. This hypothesis raises a number of mathematical and philosophical questions. Mathematical questions concern the definition of the path integral to include integration over spacetime regions with different signatures of the metric. One possible way to describe the changes in the signature is to admit time and space coordinates to be purely imaginary. It may look like a generalization of what we have in the case of

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Blaudeau, Clément, Didier Rémy, and Gabriel Radanne. "Avoiding Signature Avoidance in ML Modules with Zippers." Proceedings of the ACM on Programming Languages 9, POPL (2025): 1962–91. https://doi.org/10.1145/3704902.

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We present ZipML, a new path-based type system for a fully fledged ML-module language that avoids the signature avoidance problem. This is achieved by introducing floating fields, which act as additional fields of a signature, invisible to the user but still accessible to the typechecker. In practice, they are handled as zippers on signatures, and can be seen as a lightweight extension of existing signatures. Floating fields allow to delay the resolution of instances of the signature avoidance problem as long as possible or desired. Since they do not exist at runtime, they can be simplified al

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Dissertationen zum Thema "Path signatures"

Chevyrev, Ilya. "Characteristic functions of path signatures and applications." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:3dd5e063-bde0-434f-a781-61d3fe22aaa1.

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The main object of study in this work is the extension of the classical characteristic function to the setting of path signatures. Our first fundamental result exhibits the following geometric interpretation: the path signature is completely determined by the development of the path into compact Lie groups. This faithful representation of the signature is the primary tool we use to define and study the characteristic function. Our investigation of the characteristic function can be divided into two parts. First, we employ the characteristic function to study the expected signature of a path as

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Boedihardjo, Horatio S. "Signatures of Gaussian processes and SLE curves." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:5f835640-d3f5-4b03-b600-10d897644ced.

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This thesis contains three main results. The first result states that, outside a slim set associated with a Gaussian process with long time memory, paths can be canonically enhanced to geometric rough paths. This allows us to apply the powerful Universal Limit Theorem in rough path theory to study the quasi-sure properties of the solutions of stochastic differential equations driven by Gaussian processes. The key idea is to use a norm, invented by B. Hambly and T.Lyons, which dominates the p-variation distance and the fact that the roughness of a Gaussian sample path is evenly distributed over

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Inzirillo, Hugo. "Contributions to Econometric and Deep Learning Methods for Time Series Forecasting." Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAG005.

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Cette thèse, structurée en quatre parties distinctes, contribue à enrichir les domaines de l'apprentissage profond et de l'économétrie non linéaire. Les modèles traditionnels ont souvent montré des faiblesses pour capturer les comportements non linéaires et les changements de régime caractéristiques des actifs numériques. Cette thèse se concentre sur l'amélioration de la prédiction des rendements et de la volatilité de cette nouvelle classe d'actifs à travers le développement de nouvelles architectures de réseaux de neurones et de méthodologies innovantes. Dans une première partie, nous introd

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Xu, Weijun. "Inverting the signature of a path." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2.

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This thesis consists of two parts. The first part (Chapters 2-4) focuses on the problem of inverting the signature of a path of bounded variation, and we present three results here. First, we give an explicit inversion formula for any axis path in terms of its signature. Second, we show that for relatively smooth paths, the derivative at the end point can be approximated arbitrarily closely by its signature sequence, and we provide explicit error estimates. As an application, we give an effective inversion procedure for piecewise linear paths. Finally, we prove a uniform estimate for the signa

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Geng, Xi. "The signature of a rough path : uniqueness." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:f15c0439-2b30-4738-9eab-0dffd86bed69.

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The main contribution of the present thesis is in two aspects. The first one, which is the heart of the thesis, is to explore the fundamental relation between rough paths and their signatures. Our main goal is to give a geometric characterization of the kernel of the signature map in different situations. In Chapter Two, we start by establishing a general fact that a continuous Jordan curve on a Riemannian manifold can be arbitrarily well approximated by piecewise minimizing geodesic interpolations which are again Jordan. This result enables us to prove a generalized version of Green’s theorem

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Ni, Hao. "The expected signature of a stochastic process." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:e0b9e045-4c09-4cb7-ace9-46c4984f16f6.

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The signature of the path provides a top down description of a path in terms of its eects as a control. It is a group-like element in the tensor algebra and is an essential object in rough path theory. When the path is random, the linear independence of the signatures of different paths leads one to expect, and it has been proved in simple cases, that the expected signature would capture the complete law of this random variable. It becomes of great interest to be able to compute examples of expected signatures. In this thesis, we aim to compute the expected signature of various stochastic proc

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Janssen, Arend. "Order book models, signatures and numerical approximations of rough differential equations." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:264e96b3-f449-401b-8768-337acab59cab.

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We construct a mathematical model of an order driven market where traders can submit limit orders and market orders to buy and sell securities. We adapt the notion of no free lunch of Harrison and Kreps and Jouini and Kallal to our setting and we prove a no-arbitrage theorem for the model of the order driven market. Furthermore, we compute signatures of order books of different financial markets. Signatures, i.e. the full sequence of definite iterated integrals of a path, are one of the fundamental elements of the theory of rough paths. The theory of rough paths provides a framework to describ

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Habermann, Karen. "Geometry of sub-Riemannian diffusion processes." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/271855.

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Sub-Riemannian geometry is the natural setting for studying dynamical systems, as noise often has a lower dimension than the dynamics it enters. This makes sub-Riemannian geometry an important field of study. In this thesis, we analysis some of the aspects of sub-Riemannian diffusion processes on manifolds. We first focus on studying the small-time asymptotics of sub-Riemannian diffusion bridges. After giving an overview of recent work by Bailleul, Mesnager and Norris on small-time fluctuations for the bridge of a sub-Riemannian diffusion, we show, by providing a specific example, that, unlike

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Faye, Mbaye. "Signature infrarouge et modélisation pour la télédétection de deux gaz : SF6 et RuO4." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS182.

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Ce travail est une contribution à l'étude spectroscopique de deux gaz d'origine anthropique pour lesquels la modélisation de la signature infrarouge pourra permettre une quantification dans rejets dans l'atmosphère. L'hexafluorure de soufre (SF₆) est principalement rejeté par l'industrie électrique, qui l'utilise comme isolant gazeux et sa concentration augmente rapidement dans l'atmosphère (de l'ordre de 7 % par an). C'est un gaz à effet de serre puissant listé dans le protocole de Kyoto car ses absorptions intenses vers 10 μm placées dans une fenêtre de transparence atmosphérique et sa durée

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Kebichi, Omar. "Techniques et outils de CAO pour la génération automatique de test intégré pour RAMs." Grenoble INPG, 1994. http://www.theses.fr/1994INPG0062.

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Le bist (built-in self-test) est une technique de test autonome puisque toutes les fonctions necessaires pour le test sont implementees a l'interieur du circuit lui-meme. Il peut assurer la testabilite pendant la duree de vie du circuit (test apres fabrication au niveau puce et wafer, test au niveau carte et systeme, test de maintenance et test periodique pendant l'utilisation du circuit). En ce qui concerne le scan path, cette solution permet l'elimination des problemes de controlabilite et d'observabilite qui sont presents surtout lors du test de circuits enterres. L'inconvenient de cette te

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Bücher zum Thema "Path signatures"

Chien-ming, Chin, University of Illinois at Urbana-Champaign. Electromagnetic Communication Laboratory., and United States. National Aeronautics and Space Administration., eds. Electromagnetic scattering from realistic targets: Final report for NASA NAG 3-1474. Electromagnetics Laboratory, Dept. of Electrical and Computer Engineering, University of Illinois at Urbana-Champaign, 1997.

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Bellman, Geoffrey M. Your Signature Path: Gaining New Perspectives on Life and Work. Berrett-Koehler Publishers, Incorporated, 1996.

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Your signature path: Gaining new perspectives on life and work. Berrett-Koehler Publishers, 1996.

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Discovering your soul signature: A 33-day path to purpose, passion, & joy. 2014.

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Matrix, The: Path of Neo(tm) Official Strategy Guide (Bradygames Signature Series Guide). BRADY GAMES, 2005.

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Latour, Melinda. Santana and the Metaphysics of Tone. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199985227.003.0010.

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Throughout his career, Carlos Santana has used music to express his idiosyncratic spiritual beliefs. Pursuing the guidance of guru Sri Chinmoy in the 1970s and subsequently seeking his own spiritual path, Santana sought to channel a higher power through his guitar technique and tone, describing the process of music making as a mystical endeavor. In order to attain these goals, Santana used amplifiers that prioritized depth of sound (described by himself in synesthetic terms), feedback loops for his signature sustained tones, an avoidance of hypermasculine performance, and a peaceful stage pres

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Kitses, Jim. Horizons West. Bloomsbury Publishing Plc, 2007. http://dx.doi.org/10.5040/9781838711276.

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When first published in 1969, Horizons West was immediately recognised as the definitive critical account of the Western film and some of its key directors. This greatly expanded new edition is, like the original, written in a graceful, penetrating and absorbingly readable style. It provides definitive critical analysis of the six greatest film-makers of the Western genre: John Ford, Anthony Mann, Budd Boetticher, Sam Peckinpah, Sergio Leone and Clint Eastwood. And it offers illuminating accounts of such classic Westerns as The Searchers, Pat Garrett and Billy the Kid, Once Upon a Time in the

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Liechty, Edward A., and Martin M. Fisher, eds. Coding for Pediatrics, 2016. 21st ed. American Academy of Pediatrics, 2015. http://dx.doi.org/10.1542/9781581109597.

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Published annually and currently in its 21th edition, Coding for Pediatrics is the signature publication in a comprehensive suite of coding products offered by the American Academy of Pediatrics (AAP). This AAP exclusive complements standard coding manuals with pediatric-specific documentation and billing solutions for pediatricians, nurse practitioners, administration staff, and pediatric coders. This year's edition has been fully updated and revised to include all changes to the 2016 Current Procedural Terminology (CPT®), complete with accompanying guidelines for their application. The numer

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Liechty, Edward A., Cindy Hughes, and Becky Dolan, eds. Coding for Pediatrics, 2014. American Academy of Pediatrics, 2013. http://dx.doi.org/10.1542/9781581108354.

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“Published annually and currently in its 19th edition, Coding for Pediatrics is the signature publication in a comprehensive suite of coding products offered by the American Academy of Pediatrics (AAP). Written by coding experts for coders and physicians, this manual is a product of the AAP Committee on Coding and Nomenclature and is extensively reviewed each year by the AAP Coding Publications Editorial Advisory Board. This edition has been fully updated and revised to include all changes to the 2014 Current Procedural Terminology (CPT®) and International Classification of Diseases, Ninth Rev

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Buchteile zum Thema "Path signatures"

Wang, Chenyang, Ling Luo, and Uwe Aickelin. "Quasi-Periodicity Detection via Repetition Invariance of Path Signatures." In Advances in Knowledge Discovery and Data Mining. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-33383-5_24.

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Neginhal, Mradula, Khaled Harfoush, and Harry Perros. "Measuring Bandwidth Signatures of Network Paths." In NETWORKING 2007. Ad Hoc and Sensor Networks, Wireless Networks, Next Generation Internet. Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-72606-7_92.

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Huang, Zi, Xiaofang Zhou, Heng Tao Shen, and Dawei Song. "3D Protein Structure Matching by Patch Signatures." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11827405_52.

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Oliveira, Dario Augusto Borges, and Matheus Palhares Viana. "Using 1D Patch-Based Signatures for Efficient Cascaded Classification of Lung Nodules." In Patch-Based Techniques in Medical Imaging. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-00500-9_8.

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Fermanian, Adeline, Jiawei Chang, Terry Lyons, and Gérard Biau. "The Insertion Method to Invert the Signature of a Path." In Recent Advances in Econometrics and Statistics. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-61853-6_29.

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Song, Sung Keun, Hee Yong Youn, and Kang Shin Lee. "A New Digital Signature and Certificate Architecture with Shortest Certification Path." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24693-0_1.

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Ly Van, B., S. Garcia-Salicetti, and B. Dorizzi. "Fusion of HMM’s Likelihood and Viterbi Path for On-line Signature Verification." In Biometric Authentication. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-25976-3_29.

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Zhang, Xin, Jiale Cheng, Hao Ni, et al. "Infant Cognitive Scores Prediction with Multi-stream Attention-Based Temporal Path Signature Features." In Medical Image Computing and Computer Assisted Intervention – MICCAI 2020. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-59728-3_14.

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Shin, Hakgene, Heeju Lee, and Jaewoo Chang. "A Concatenated Signature Scheme on Path Dictionary for Query Processing of Composite Objects." In OOIS’97. Springer London, 1998. http://dx.doi.org/10.1007/978-1-4471-1525-0_5.

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Ignatidis, Panagiotis, Henrik von der Haar, Christoph Hennecke, and Friedrich Dinkelacker. "Impact of Mixing on the Signature of Combustor Defects." In Regeneration of Complex Capital Goods. Springer International Publishing, 2024. http://dx.doi.org/10.1007/978-3-031-51395-4_6.

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AbstractDefects in the combustion chamber can negatively influence the performance of an aircraft engine and increase component stress in the turbine. One aim of the Collaborative Research Center 871 is to provide early prediction about the condition of the engine by analysing the signature of the exhaust gas jet. This includes the usage of machine learning techniques and helps to optimise maintenance times and to reduce costs. This topic is linked to the question, how defects in the combustion chamber affect the flow field and how the defect signature is mixed out in the hot gas path. Example

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Konferenzberichte zum Thema "Path signatures"

Wang, Ruiqi, Zhenwei Zhang, and Yuantao Gu. "Path Signatures are Unsupervised Time Series Anomaly Extractors." In ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2025. https://doi.org/10.1109/icassp49660.2025.10889612.

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Oppeneer, Martien, Piet Bijl, Judith Dijk, Miranda van Iersel, and Johan-Martijn ten Hove. "Target acquisition modeling over the exact optical path: extending the EOSTAR TDA with the TOD sensor performance model." In Target and Background Signatures, edited by Karin U. Stein and Ric Schleijpen. SPIE, 2017. http://dx.doi.org/10.1117/12.2278848.

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Morley, Sam, and Terry Lyons. "RoughPy." In Python in Science Conference. SciPy, 2024. http://dx.doi.org/10.25080/dxwy3560.

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Rough path theory is a branch of mathematics arising out of stochastic analysis. One of the main tools of rough path analysis is the signature, which captures the evolution of an unparametrised path including the order in which events occur. This turns out to be a useful tool in data science applications involving sequential data. RoughPy is our new Python package that aims change the way we think about sequential streamed data, by viewing it through the lens of rough paths. In RoughPy, data is wrapped in a stream object which can be composed and queried to obtain signatures that can be used i

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Moore, Paul, Theodor-Mihai Iliant, Filip-Alexandru Ion, Yue Wu, and Terry Lyons. "Path Signatures for Non-Intrusive Load Monitoring." In ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2022. http://dx.doi.org/10.1109/icassp43922.2022.9747285.

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Zhang, Ze, Sunghyun Park, and Scott Mahlke. "Path Sensitive Signatures for Control Flow Error Detection." In LCTES '20: 21st ACM SIGPLAN/SIGBED Conference on Languages, Compilers, and Tools for Embedded Systems. ACM, 2020. http://dx.doi.org/10.1145/3372799.3394360.

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Wilson, David J., R. Burt Dedmon, W. W. Montgomery, and C. E. Craven. "Doppler Signatures of Hard Targets." In Coherent Laser Radar. Optica Publishing Group, 1987. http://dx.doi.org/10.1364/clr.1987.tha4.

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Monostatic coherent doppler signal-to-noise (S/N) ratio measurements were made with a 15 watt, continuous wave, homodyne 10.6 micrometer ladar. The path from the ladar to the target was 30m horizontal with a single fold of the beam to maximize path length. The beam was focused at the target through the 25cm aperture Schwartzchild telescope. Attenuation at the folding mirror was used to reduce power on the target and attenuate the returned beam to prevent saturation of the detector preamplifier circuit.

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Loch, Adrian, David Meier, and Matthias Hollick. "How did you get here? PHY-layer path signatures." In 2014 IEEE 15th International Symposium on "A World of Wireless, Mobile and Multimedia Networks" (WoWMoM). IEEE, 2014. http://dx.doi.org/10.1109/wowmom.2014.6919019.

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Flanigan, Edward, Arkan Abdulrahman, and Spyros Tragoudas. "Sequential Path Delay Fault Identification Using Encoded Delay Propagation Signatures." In 2008 9th International Symposium of Quality of Electronic Design (ISQED). IEEE, 2008. http://dx.doi.org/10.1109/isqed.2008.4479811.

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Chen, Yangjun, Yong Shi, and Yibin Chen. "Tree inclusion algorithm, signatures and evaluation of path-oriented queries." In the 2006 ACM symposium. ACM Press, 2006. http://dx.doi.org/10.1145/1141277.1141521.

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Haderlein, Jonas F., Andre D. H. Peterson, Parvin Zarei Eskikand, et al. "Revisiting Seizure Prediction with Path Signatures: the Limitations of System Identification." In 2024 Australian & New Zealand Control Conference (ANZCC). IEEE, 2024. http://dx.doi.org/10.1109/anzcc59813.2024.10432829.

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Berichte der Organisationen zum Thema "Path signatures"

Simandl, G. J., R. J. D'Souza, S. Paradis, and J. Spence. Rare-earth element content of carbonate minerals in sediment-hosted Pb-Zn deposits, southern Canadian Rocky Mountains. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/328001.

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Paleozoic platform carbonate rocks of the Rocky Mountains host Mississippi Valley-type (MVT), magnesite, barite, and REE-barite-fluorite deposits. Farther west, platform carbonate rocks of the Kootenay Arc host MVT and fracture-controlled replacement (FCR) deposits. This is the first systematic LA-ICP-MS study of carbonates in MVT and FCR deposits. We investigated seven MVT deposits in the Rocky Mountains, and five MVT deposits in the Kootenay Arc. None of the post-Archean Australian shale (PAAS)-normalized REE profiles show light REE (LREE) depletion and strong negative Ce anomalies character

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Bergstrom, Anna, Joshua Koch, Shad O'Neel, and Emily Baker. Seasonality of solute flux and water source chemistry in a coastal glacierized watershed undergoing rapid change : Wolverine Glacier watershed, Alaska. Engineer Research and Development Center (U.S.), 2025. https://doi.org/10.21079/11681/49642.

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As glaciers rapidly lose mass, the tight coupling between glaciers and downstream ecosystems results in widespread impacts on global hydrologic and biogeochemical cycling. Knowledge of seasonally changing hydrologic processes and solute sources and signatures is limited. We conducted a broad water sampling campaign to understand the present-day partitioning of water sources and associated solutes in Alaska’s Wolverine Glacier watershed. We established a relationship between electrical conductivity and streamflow at the watershed outlet dividing the melt season into four hydroclimatic periods.

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