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2006.03487
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Dimensionless Anomaly Detection on Multivariate Streams with Variance Norm and Path Signature
5 June 2020
Zhen Shao
Peter Foster
Thomas Cochrane
Imanol Perez Arribas
Terry Lyons
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Papers citing
"Dimensionless Anomaly Detection on Multivariate Streams with Variance Norm and Path Signature"
6 / 6 papers shown
Novelty detection on path space
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Path Signatures Enable Model-Free Mapping of RNA Modifications
M. Lemercier
Paola Arrubarrena
Salvatore Di Giorgio
Julia Brettschneider
Thomas Cass
...
Irem Tellioglu
Chia Ching Wu
F. Nina Papavasiliou
Terry Lyons
Terry Lyons
238
1
0
12 Nov 2025
2DSig-Detect: a semi-supervised framework for anomaly detection on image data using 2D-signatures
Xinheng Xie
Kureha Yamaguchi
Margaux Leblanc
Simon Malzard
Varun Chhabra
Victoria Nockles
Yue-bo Wu
AAML
457
1
0
08 Sep 2024
Novelty Detection on Radio Astronomy Data using Signatures
Paola Arrubarrena
M. Lemercier
Bojan Nikolic
Terry Lyons
Thomas Cass
320
8
0
22 Feb 2024
Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
Social Science Research Network (SSRN), 2023
Zacharia Issa
Blanka Horvath
299
5
0
27 Jun 2023
Applications of Signature Methods to Market Anomaly Detection
Erdinç Akyıldırım
Matteo Gambara
Josef Teichmann
Syang Zhou
260
26
0
07 Jan 2022
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