Algorithms for Volterra signature computation achieve O(J^2), O(J log J) via FFT, and O(J R^2) via recursion, plus a predictor-corrector scheme, all implemented in a public JAX package.
Time warping invariants of multidimen- sional time series.Acta Appl
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Computational aspects of the Volterra Signature
Algorithms for Volterra signature computation achieve O(J^2), O(J log J) via FFT, and O(J R^2) via recursion, plus a predictor-corrector scheme, all implemented in a public JAX package.