07/07/23 – Séminaire de Raphaël Mignot : Averaging Time Series, a New Approach with the Signature Method

Séminaire/congrès/conférence

Nous vous annonçons que le prochain séminaire aura lieu le vendredi 7 juillet à 11h00 dans la salle K071. Nous aurons le plaisir d’accueillir Raphaël Mignotpour une présentation intitulée :
Averaging Time Series, a New Approach with the Signature Method

Abstract: The aim of our work is to average multidimensional time series. We encode time series with integrals of various moment orders, constituting their signature. We compute the mean in this feature space, which has a Lie group structure. This allows us to leverage the beneficial properties of signatures for ubiquitous machine learning tasks: clustering, data augmentation, dimension reduction.


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