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Calculation of Iterated-Integral Signatures and Log Signatures

Authors :
Reizenstein, Jeremy
Publication Year :
2017

Abstract

We explain the algebra needed to make sense of the log signature of a path, with plenty of examples. We show how the log signature can be calculated numerically, and explain some software tools which demonstrate it.<br />Comment: 9 pages

Subjects

Subjects :
Mathematics - Rings and Algebras

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1712.02757
Document Type :
Working Paper

Tools

Authors Abstract Subjects Details