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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