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A Generalised Signature Method for Multivariate Time Series Feature
  Extraction

A Generalised Signature Method for Multivariate Time Series Feature Extraction

1 June 2020
James Morrill
Adeline Fermanian
Patrick Kidger
Terry Lyons
ArXivPDFHTML

Papers citing "A Generalised Signature Method for Multivariate Time Series Feature Extraction"

26 / 26 papers shown
Title
Generalised Interpretable Shapelets for Irregular Time Series
Generalised Interpretable Shapelets for Irregular Time Series
Patrick Kidger
James Morrill
Terry Lyons
AI4TS
46
7
0
28 May 2020
Neural Controlled Differential Equations for Irregular Time Series
Neural Controlled Differential Equations for Irregular Time Series
Patrick Kidger
James Morrill
James Foster
Terry Lyons
AI4TS
101
472
0
18 May 2020
Signature features with the visibility transformation
Signature features with the visibility transformation
Yue-bo Wu
Hao Ni
Terrence J. Lyons
R. Hudson
119
3
0
08 Apr 2020
Signatory: differentiable computations of the signature and logsignature
  transforms, on both CPU and GPU
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
Patrick Kidger
Terry Lyons
63
84
0
03 Jan 2020
Embedding and learning with signatures
Embedding and learning with signatures
Adeline Fermanian
401
62
0
29 Nov 2019
Learning stochastic differential equations using RNN with log signature
  features
Learning stochastic differential equations using RNN with log signature features
Shujian Liao
Terry Lyons
Weixin Yang
Hao Ni
117
43
0
22 Aug 2019
Bayesian Learning from Sequential Data using Gaussian Processes with
  Signature Covariances
Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
Csaba Tóth
Harald Oberhauser
36
9
0
19 Jun 2019
Deep Signature Transforms
Deep Signature Transforms
Patrick Kidger
Patrick Kidger
Imanol Perez Arribas
C. Salvi
Terry Lyons
SLR
144
131
0
21 May 2019
The UEA multivariate time series classification archive, 2018
The UEA multivariate time series classification archive, 2018
A. Bagnall
Hoang Anh Dau
Jason Lines
Michael Flynn
J. Large
A. Bostrom
Paul Southam
Eamonn Keogh
AI4TS
157
427
0
31 Oct 2018
Deep learning for time series classification: a review
Deep learning for time series classification: a review
Hassan Ismail Fawaz
Germain Forestier
J. Weber
L. Idoumghar
Pierre-Alain Muller
AI4TS
AI4CE
305
2,693
0
12 Sep 2018
Speech Commands: A Dataset for Limited-Vocabulary Speech Recognition
Speech Commands: A Dataset for Limited-Vocabulary Speech Recognition
Pete Warden
76
1,616
0
09 Apr 2018
Sketching the order of events
Sketching the order of events
Terry Lyons
Harald Oberhauser
36
5
0
31 Aug 2017
A signature-based machine learning model for bipolar disorder and
  borderline personality disorder
A signature-based machine learning model for bipolar disorder and borderline personality disorder
Imanol Perez Arribas
K. Saunders
G. Goodwin
Terry Lyons
150
97
0
22 Jul 2017
Developing the Path Signature Methodology and its Application to
  Landmark-based Human Action Recognition
Developing the Path Signature Methodology and its Application to Landmark-based Human Action Recognition
Weixin Yang
Terry Lyons
Hao Ni
Cordelia Schmid
Lianwen Jin
172
50
0
13 Jul 2017
Learning to Detect Sepsis with a Multitask Gaussian Process RNN
  Classifier
Learning to Detect Sepsis with a Multitask Gaussian Process RNN Classifier
Joseph D. Futoma
S. Hariharan
Katherine A. Heller
58
173
0
13 Jun 2017
Online Signature Verification using Recurrent Neural Network and
  Length-normalized Path Signature
Online Signature Verification using Recurrent Neural Network and Length-normalized Path Signature
Songxuan Lai
Lianwen Jin
Weixin Yang
139
61
0
19 May 2017
A scalable end-to-end Gaussian process adapter for irregularly sampled
  time series classification
A scalable end-to-end Gaussian process adapter for irregularly sampled time series classification
Steven Cheng-Xian Li
Benjamin M. Marlin
AI4TS
BDL
52
87
0
14 Jun 2016
Application of the Signature Method to Pattern Recognition in the CEQUEL
  Clinical Trial
Application of the Signature Method to Pattern Recognition in the CEQUEL Clinical Trial
Andrey Kormilitzin
K. Saunders
P. Harrison
J. Geddes
Terry Lyons
142
19
0
07 Jun 2016
Recurrent Neural Networks for Multivariate Time Series with Missing
  Values
Recurrent Neural Networks for Multivariate Time Series with Missing Values
Zhengping Che
S. Purushotham
Kyunghyun Cho
David Sontag
Yan Liu
AI4TS
308
1,936
0
06 Jun 2016
A Primer on the Signature Method in Machine Learning
A Primer on the Signature Method in Machine Learning
I. Chevyrev
Andrey Kormilitzin
488
216
0
11 Mar 2016
Kernels for sequentially ordered data
Kernels for sequentially ordered data
Franz J. Király
Harald Oberhauser
377
135
0
29 Jan 2016
Deep Residual Learning for Image Recognition
Deep Residual Learning for Image Recognition
Kaiming He
Xinming Zhang
Shaoqing Ren
Jian Sun
MedIm
2.2K
193,878
0
10 Dec 2015
DeepWriterID: An End-to-end Online Text-independent Writer
  Identification System
DeepWriterID: An End-to-end Online Text-independent Writer Identification System
Weixin Yang
Lianwen Jin
Manfei Liu
HAI
344
113
0
20 Aug 2015
Should we really use post-hoc tests based on mean-ranks?
Should we really use post-hoc tests based on mean-ranks?
A. Benavoli
Giorgio Corani
Francesca Mangili
50
378
0
09 May 2015
Adam: A Method for Stochastic Optimization
Adam: A Method for Stochastic Optimization
Diederik P. Kingma
Jimmy Ba
ODL
1.8K
150,039
0
22 Dec 2014
Learning Phrase Representations using RNN Encoder-Decoder for
  Statistical Machine Translation
Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation
Kyunghyun Cho
B. V. Merrienboer
Çağlar Gülçehre
Dzmitry Bahdanau
Fethi Bougares
Holger Schwenk
Yoshua Bengio
AIMat
1.0K
23,344
0
03 Jun 2014
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