Séminaire Lotharingien de Combinatoire, 84B.86 (2020), 12 pp.
Joscha Diehl, Kurusch Ebrahimi-Fard and Nikolas Tapia
Iterated-Sums Signature, Quasisymmetric Functions and Time Series Analysis
Abstract.
We survey and extend results on a recently defined character on the quasi-shuffle algebra.
This character, termed iterated-sums signature, appears in the context of
time series analysis and originates from a problem in dynamic time warping.
Algebraically, it relates to (multidimensional) quasisymmetric functions
as well as (deformed) quasi-shuffle algebras.
Received: November 20, 2019.
Accepted: February 20, 2020.
Final version: April 30, 2020.
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