Calculation of Iterated-Integral Signatures and Log Signatures
classification
🧮 math.RA
keywords
explainsignaturesignaturesalgebracalculatedcalculationdemonstrateexamples
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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.
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