# Invariants of multidimensional time series based on their iterated-integral signature

arXiv: https://arxiv.org/abs/1801.06104 · HTML: https://mlsanity.com/paper/1801.06104/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Jan 2018.

## Built on by (most cited first, 2 of 2)

- [SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data](https://mlsanity.com/paper/2105.04211/) (2021)
- [FRUITS: Feature Extraction Using Iterated Sums for Time Series Classification](https://mlsanity.com/paper/2311.14549/) (2023)

## Abstract (arXiv)

We introduce a novel class of features for multidimensional time series, that are invariant with respect to transformations of the ambient space. The general linear group, the group of rotations and the group of permutations of the axes are considered. The starting point for their construction is Chen's iterated-integral signature.