This question is related to rough path theory. Consider we have obtained signature obtained from a set discrete data points postulating linear from one data point to another. Such signature are used in some machine learning applications. A link to such application is :

I am looking for possibility of extracting information from the signature to construct the signal. This would similar to filtering as in digital signal processing

Are anyone aware of such application of signature? More importantly is there any model (in the literature) of the original discrete data points based on the linear (or other) combination of signature elements.

  • 2
    You need a more mathematical statement for your question, to make it interesting to mathematicians. It seems too broad. – kodlu Nov 27 at 3:52

Your Answer

By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.

Browse other questions tagged or ask your own question.