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The 'signature method' refers to a collection of feature extraction techniques for multivariate time series, derived from the theory of controlled differential equations.
Signature features with the visibility transformation
Wu, Y., Ni, H., Lyons, T., and Hudson, R · 2004
Earlier work this paper cites.
Signature features with the visibility transformation
Wu, Y., Ni, H., Lyons, T. J., and Hudson, R. L · 2004
Earlier work this paper cites.
Statistical comparisons of classifiers over multiple data sets
Demšar, J · 2006
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Differential Equations driven by Rough Paths , volume 1908 of Lecture Notes in Mathematics
Lyons, T. J., Caruana, M., and Lévy, T · 2007
Earlier work this paper cites.
Neural CDEs for Long Time-Series via the Log-ODE Method
Morrill, J., Kidger, P., Salvi, C., Foster, J., and Lyons, T · 2009
Earlier work this paper cites.
Time series shapelets: a new primitive for data mining
Ye, L. and Keogh, E · 2009
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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications , volume 120 of Cambridge Studies in Advanced Mathematics
Friz, P. K. and Victoir, N. B · 2010
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Uniqueness for the signature of a path of bounded variation and the reduced path group
Hambly, B. M. and Lyons, T. J · 2010
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Scikit-learn: Machine learning in Python
Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., Blondel, M., Prettenhofer, P., Weiss, R., Dubourg, V., Vanderplas, J., Passos, A., Cournapeau, D., Brucher, M., Perrot, M., and Duchesnay, E · 2011
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Gnu parallel - the command-line power tool
Tange, O · 2011
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Learning from the past, predicting the statistics for the future, learning an evolving system
Levin, D., Lyons, T., and Ni, H · 2013
Earlier work this paper cites.
Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation
Cho, K., van Merrienboer, B., Gulcehre, C., Bougares, F., Schwenk, H., and Bengio, Y · 2014
Earlier work this paper cites.
Learning time-series shapelets
Grabocka, J., Schilling, N., Wistuba, M., and Schmidt-Thieme, L · 2014
Earlier work this paper cites.
A feature set for streams and an application to high-frequency financial tick data
Lyons, T., Ni, H., and Oberhauser, H · 2014
Earlier work this paper cites.
Deep Residual Learning for Image Recognition
He, K., Zhang, X., Ren, S., and Sun, J · 2015
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Adam: A method for stochastic optimization
Kingma, D. P. and Ba, J · 2015
Earlier work this paper cites.
Should we really use post-hoc tests based on mean-ranks?
Benavoli, A., Corani, G., and Mangili, F · 2016
Earlier work this paper cites.
A primer on the signature method in machine learning
Chevyrev, I. and Kormilitzin, A · 2016
Earlier work this paper cites.
Characteristic functions of measures on geometric rough paths
Chevyrev, I. and Lyons, T · 2016
Cited alongside, same era.
Discretely sampled signals and the rough Hoff process
Flint, G., Hambly, B., and Lyons, T · 2016
Cited alongside, same era.
Generalized random shapelet forests
Karlsson, I., Papapetrou, P., and Boström, H · 2016
Cited alongside, same era.
Application of the signature method to pattern recognition in the cequel clinical trial
Kormilitzin, A., Saunders, K., Harrison, P., Geddes, J., and Lyons, T · 2016
Cited alongside, same era.
A scalable end-to-end Gaussian process adapter for irregularly sampled time series classification
Li, S. C.-X. and Marlin, B. M · 2016
Cited alongside, same era.
Transition-aware human activity recognition using smartphones
Derivatives pricing using signature payoffs
Perez Arribas, I · 2018
Later among the works it cites.
The iisignature library: efficient calculation of iterated-integral signatures and log signatures
Reizenstein, J. and Graham, B · 2018
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Speech commands: A dataset for limited-vocabulary speech recognition
Warden, P · 2018
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A path signature approach to online arabic handwriting recognition
Wilson-Nunn, D., Lyons, T., Papavasiliou, A., and Ni, H · 2018
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Deep Signature Transforms
Bonnier, P., Kidger, P., Perez Arribas, I., Salvi, C., and Lyons, T · 2019
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Reyes-Ortiz, J.-L., Oneto, L., Samà, A., Parra, X., and Anguita, D · 2016
Cited alongside, same era.
Learning to detect sepsis with a multitask Gaussian process RNN classifier
Futoma, J., Hariharan, S., and Heller, K · 2017
Cited alongside, same era.
The sacred infrastructure for computational research
Greff, K., Klein, A., Chovanec, M., Hutter, F., and Schmidhuber, J · 2017
Cited alongside, same era.
Kormilitzin, A., Saunders, K. E., Harrison, P. J., Geddes, J. R., and Lyons, T · 2017
Cited alongside, same era.
Online signature verification using recurrent neural network and length-normalized path signature descriptor
Lai, S., Jin, L., and Yang, W · 2017
Cited alongside, same era.
LPSNet: a novel log path signature feature based hand gesture recognition framework
Li, C., Zhang, X., and Jin, L · 2017
Cited alongside, same era.
Lyons, T. and Oberhauser, H · 2017
Cited alongside, same era.
Fermanian, A · 2019
Later among the works it cites.
Multivariate lstm-fcns for time series classification
Karim, F., Majumdar, S., Darabi, H., and Harford, S · 2019
Later among the works it cites.
Learning stochastic differential equations using RNN with log signature features
Liao, S., Lyons, T., Yang, W., and Ni, H · 2019
Later among the works it cites.
The signature-based model for early detection of sepsis from electronic health records in the intensive care unit
Morrill, J., Kormilitzin, A., Nevado-Holgado, A., Swaminathan, S., Howison, S., and Lyons, T · 2019
Later among the works it cites.
Early prediction of sepsis from clinical data: the physionet/computing in cardiology challenge 2019
Reyna, M. A., Josef, C., Seyedi, S., Jeter, R., Shashikumar, S. P., Westover, M. B., Sharma, A., Nemati, S., and Clifford, G. D · 2019
Later among the works it cites.
A path signature approach for speech emotion recognition
Wang, B., Liakata, M., Ni, H., Lyons, T., Nevado-Holgado, A. J., and Saunders, K · 2019
Later among the works it cites.
A tale of two toolkits, report the third: on the usage and performance of hive-cote v1. 0
Bagnall, A. J., Flynn, M., Large, J., Lines, J., and Middlehurst, M · 2020
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Kidger, P. and Lyons, T · 2020
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Generalised Interpretable Shapelets for Irregular Time Series
Kidger, P., Morrill, J., and Lyons, T · 2020
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Path Imputation Strategies for Signature Models
Moor, M., Horn, M., Bock, C., Borgwardt, K., and Rieck, B · 2020
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Benchmarking multivariate time series classification algorithms
Ruiz, A. P., Flynn, M., and Bagnall, A · 2020
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Wang, B., Wu, Y., Taylor, N., Lyons, T., Liakata, M., Nevado-Holgado, A. J., and Saunders, K. E · 2020
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