تقرير
Fractional signature: a generalisation of the signature inspired by fractional calculus
| العنوان: | Fractional signature: a generalisation of the signature inspired by fractional calculus |
|---|---|
| المؤلفون: | Corcuera, José Manuel, Jiménez, Rubén |
| سنة النشر: | 2024 |
| المجموعة: | Computer Science Statistics |
| مصطلحات موضوعية: | Statistics - Machine Learning, Computer Science - Machine Learning, 60L10, 68Q32, 26A33 |
| الوصف: | In this paper, we propose a novel generalisation of the signature of a path, motivated by fractional calculus, which is able to describe the solutions of linear Caputo controlled FDEs. We also propose another generalisation of the signature, inspired by the previous one, but more convenient to use in machine learning. Finally, we test this last signature in a toy application to the problem of handwritten digit recognition, where significant improvements in accuracy rates are observed compared to those of the original signature. Comment: 9 pages, 1 figure |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2407.17446 |
| رقم الأكسشن: | edsarx.2407.17446 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |