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Academic literature on the topic 'Path signatures'

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Published: 21 December 2024

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Journal articles on the topic "Path signatures"

Kalsi, Jasdeep, Terry Lyons, and Imanol Perez Arribas. "Optimal Execution with Rough Path Signatures." SIAM Journal on Financial Mathematics 11, no. 2 (January 2020): 470–93. http://dx.doi.org/10.1137/19m1259778.

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Cartea, Álvaro, Imanol Pérez Arribas, and Leandro Sánchez-Betancourt. "Double-Execution Strategies Using Path Signatures." SIAM Journal on Financial Mathematics 13, no. 4 (November 21, 2022): 1379–417. http://dx.doi.org/10.1137/21m1456467.

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Boland, Philip J. "Signatures of indirect majority systems." Journal of Applied Probability 38, no. 2 (June 2001): 597–603. http://dx.doi.org/10.1239/jap/996986765.

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If τ is the lifetime of a coherent system, then the signature of the system is the vector of probabilities that the lifetime coincides with the ith order statistic of the component lifetimes. The signature can be useful in comparing different systems. In this treatment we give a characterization of the signature of a system with independent identically distributed components in terms of the number of path sets in the system as well as in terms of the number of what we call ordered cut sets. We consider, in particular, the signatures of indirect majority systems and compare them with the signatures of simple majority systems of the same size. We note that the signature of an indirect majority system of size r × s = n is symmetric around , and use this to show that the expected lifetime of an r × s = n indirect majority system exceeds that of a simple (direct) majority system of size n when the components are exponentially distributed with the same parameter.

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Boland, Philip J. "Signatures of indirect majority systems." Journal of Applied Probability 38, no. 02 (June 2001): 597–603. http://dx.doi.org/10.1017/s0021900200020064.

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Fang, Yuan, Zhe Su, Jing Xie, Ruidong Xue, Qi Ma, Yanmeng Li, Yifan Zhao, et al. "Genomic signatures of pancreatic adenosquamous carcinoma (PASC)." Journal of Pathology 243, no. 2 (September 5, 2017): 155–59. http://dx.doi.org/10.1002/path.4943.

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Jiang, Yunjiang, and Weijun Xu. "On the Number of Turns in Reduced Random Lattice Paths." Journal of Applied Probability 50, no. 2 (June 2013): 499–515. http://dx.doi.org/10.1239/jap/1371648957.

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We consider the tree-reduced path of a symmetric random walk on ℤd. It is interesting to ask about the number of turns Tn in the reduced path after n steps. This question arises from inverting the signatures of lattice paths: Tn gives an upper bound of the number of terms in the signature needed to reconstruct a ‘random’ lattice path with n steps. We show that, when n is large, the mean and variance of Tn in the asymptotic expansion have the same order as n, while the lower-order terms are O(1). We also obtain limit theorems for Tn, including the large deviations principle, central limit theorem, and invariance principle. Similar techniques apply to other finite patterns in a lattice path.

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Jiang, Yunjiang, and Weijun Xu. "On the Number of Turns in Reduced Random Lattice Paths." Journal of Applied Probability 50, no. 02 (June 2013): 499–515. http://dx.doi.org/10.1017/s0021900200013528.

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We consider the tree-reduced path of a symmetric random walk on ℤ d . It is interesting to ask about the number of turns T n in the reduced path after n steps. This question arises from inverting the signatures of lattice paths: T n gives an upper bound of the number of terms in the signature needed to reconstruct a ‘random’ lattice path with n steps. We show that, when n is large, the mean and variance of T n in the asymptotic expansion have the same order as n, while the lower-order terms are O(1). We also obtain limit theorems for T n, including the large deviations principle, central limit theorem, and invariance principle. Similar techniques apply to other finite patterns in a lattice path.

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Shestakova, Tatyana. "On A. D. Sakharov’s Hypothesis of Cosmological Transitions with Changes in the Signature of the Metric." Universe 7, no. 5 (May 17, 2021): 151. http://dx.doi.org/10.3390/universe7050151.

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The paper discusses possible consequences of A. D. Sakharov’s hypothesis of cosmological transitions with changes in the signature of the metric, based on the path integral approach. This hypothesis raises a number of mathematical and philosophical questions. Mathematical questions concern the definition of the path integral to include integration over spacetime regions with different signatures of the metric. One possible way to describe the changes in the signature is to admit time and space coordinates to be purely imaginary. It may look like a generalization of what we have in the case of pseudo-Riemannian manifolds with a non-trivial topology. The signature in these regions can be fixed by special gauge conditions on components of the metric tensor. The problem is what boundary conditions should be imposed on the boundaries of these regions and how they should be taken into account in the definition of the path integral. The philosophical question is what distinguishes the time coordinate among other coordinates but the sign of the corresponding principal value of the metric tensor. In particular, there is an attempt in speculating how the existence of the regions with different signature can affect the evolution of the Universe.

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Webster, Jonathan A., Andrew H. Beck, Mimansa Sharma, Inigo Espinosa, Britta Weigelt, Marthe Schreuder, Kelli D. Montgomery, Kristin C. Jensen, Matt van de Rijn, and Robert West. "Variations in stromal signatures in breast and colorectal cancer metastases." Journal of Pathology 222, no. 2 (May 21, 2010): 158–65. http://dx.doi.org/10.1002/path.2738.

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Kumar, Pankaj, Saurabh Kumar Sharma, and Kaveri Umesh Kadam. "Prolong the lifetime of sensor monitoring system using schedule matrix while employing digital signatures." Journal of Information and Optimization Sciences 44, no. 7 (2023): 1327–46. http://dx.doi.org/10.47974/jios-1286.

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In this paper a linear programing approach has been implemented for finding the energy efficient path for prolonging the network lifetime of sensor monitoring systems. For a given set of sensors and spots, a sensor can only monitor a single spot at a time and a spot can be the monitoring range of k-sensors. While using digital signatures on sensor nodes, a linear programming framework is designed to determine the system’s maximum life time. Digital signatures provide node authentication and non-repudiation service in wireless sensor network. Non-repudiation is supported by different types of digital signature schemes. Such schemes have large communication and /or computation cost, which is traditionally infeasible for wireless sensor network. The proposed solution addresses such issue by using a scheduling mechanism. The problem is divided into three steps: (i) using a linear programming approach, determine the system’s maximum life-time and make an assignment matrix. (ii) The assignment matrix is factored into a series of scheduling matrices. (iii) On the basis of schedule matrices that indicate the group of active sensors determine the optimal path of data flow from node-i to node-j.

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Dissertations / Theses on the topic "Path signatures"

Chevyrev, Ilya. "Characteristic functions of path signatures and applications." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:3dd5e063-bde0-434f-a781-61d3fe22aaa1.

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The main object of study in this work is the extension of the classical characteristic function to the setting of path signatures. Our first fundamental result exhibits the following geometric interpretation: the path signature is completely determined by the development of the path into compact Lie groups. This faithful representation of the signature is the primary tool we use to define and study the characteristic function. Our investigation of the characteristic function can be divided into two parts. First, we employ the characteristic function to study the expected signature of a path as the natural generalisation of the moments of a real random variable. In this direction, we provide a solution to the moment problem, and study analyticity properties of the characteristic function. In particular, we solve the moment problem for signatures arising from families of Gaussian and Markovian rough paths. Second, we study the characteristic function in relation to the solution map of a rough differential equation. The connection stems from the fact that the signature of a geometric rough path completely determines the path's role as a driving signal. As an application, we demonstrate that the characteristic function can be used to determine weak convergence of flows arising from rough differential equations. Along the way, we develop tools to study càdlàg processes as rough paths and to determine tightness in p-variation topologies of random walks. As a consequence, we provide a classification of Lévy processes possessing sample paths of finite p-variation and determine a Lévy-Khintchine formula for the characteristic function of the signature of a Lévy process.

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Boedihardjo, Horatio S. "Signatures of Gaussian processes and SLE curves." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:5f835640-d3f5-4b03-b600-10d897644ced.

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This thesis contains three main results. The first result states that, outside a slim set associated with a Gaussian process with long time memory, paths can be canonically enhanced to geometric rough paths. This allows us to apply the powerful Universal Limit Theorem in rough path theory to study the quasi-sure properties of the solutions of stochastic differential equations driven by Gaussian processes. The key idea is to use a norm, invented by B. Hambly and T.Lyons, which dominates the p-variation distance and the fact that the roughness of a Gaussian sample path is evenly distributed over time. The second result is the almost-sure uniqueness of the signatures of SLE kappa curves for kappa less than or equal to 4. We prove this by first expressing the Fourier transform of the winding angle of the SLE curve in terms of its signature. This formula also gives us a relation between the expected signature and the n-point functions studied in the SLE and Statistical Physics literature. It is important that the Chordal SLE measure in D is supported on simple curves from -1 to 1 for kappa between 0 and 4, and hence the image of the curve determines the curve up to reparametrisation. The third result is a formula for the expected signature of Gaussian processes generated by strictly regular kernels. The idea is to approximate the expected signature of this class of processes by the expected signature of their piecewise linear approximations. This reduces the problem to computing the moments of Gaussian random variables, which can be done using Wick’s formula.

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Inzirillo, Hugo. "Contributions to Econometric and Deep Learning Methods for Time Series Forecasting." Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAG005.

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Cette thèse, structurée en quatre parties distinctes, contribue à enrichir les domaines de l'apprentissage profond et de l'économétrie non linéaire. Les modèles traditionnels ont souvent montré des faiblesses pour capturer les comportements non linéaires et les changements de régime caractéristiques des actifs numériques. Cette thèse se concentre sur l'amélioration de la prédiction des rendements et de la volatilité de cette nouvelle classe d'actifs à travers le développement de nouvelles architectures de réseaux de neurones et de méthodologies innovantes. Dans une première partie, nous introduisons les réseaux de Kolmogorov-Arnold temporels (TKAN) ainsi qu'une nouvelle architecture de type transformer (TKAT) reposant sur les TKAN pour la prévision des séries temporelles. Ces modèles intègrent la gestion de la mémoire et le mécanisme d'attention pour capturer les dynamiques complexes des marchés financiers. Nos résultats montrent que le TKAN et le TKAT surpassent les modèles récurrents traditionnels (LSTM, GRU) en termes de stabilité et de précision de prédiction, particulièrement sur des horizons de temps plus longs. La deuxième partie propose une nouvelle approche de modélisation des régimes de marché à l'aide de réseaux de neurones récurrents et des nouveaux modèles GARCH à changements de régimes Markoviens. La première approche permet de détecter les régimes de marché et d'estimer les probabilités de transition entre les différents états. Les résultats montrent une amélioration significative dans la détection et la prédiction des régimes de marché par rapport aux modèles traditionnels.Dans la seconde famille de modèles, de nouvelles spécifications de type MS-GARCH sont définies; des procédures d'inférence statistique par simulation sont proposées et testées.Dans la troisième partie, nous explorons l'utilisation des signatures pour la construction de portefeuilles. Une méthode de classification basée sur les signatures est développée pour sélectionner les actifs les plus représentatifs de chaque cluster, améliorant ainsi le ratio rendement-risque. Les portefeuilles construits avec cette méthodologie montrent des performances supérieures par rapport aux portefeuilles standards. La dernière partie de cette thèse aborde la modélisation de la volatilité et la détection des anomalies. Nous proposons une nouvelle couche LSTM, l'Attention Free Long Short-Term Memory (AF-LSTM), pour la prédiction de la volatilité. Cette nouvelle couche montre des performances prédictives supérieures à la version originale. Pour la détection des anomalies, un auto-encodeur conditionnel (AF-CAE) est introduit, offrant une meilleure détection des anomalies, réduisant les faux positifs. Cette thèse propose plusieurs contributions dans le domaine de la prédiction des séries temporelles les résultats démontrent des améliorations en termes de précision et de robustesse, ouvrant de nouvelles perspectives pour la modélisation et la gestion des actifs financiers
This thesis, structured in four distinct parts, contributes to enriching the fields of deep learning and nonlinear econometrics. Traditional models have often shown weaknesses in capturing the nonlinear behaviors and regime shifts characteristic of digital assets. This thesis focuses on improving the prediction of returns and volatility of this new asset class through the development of new neural network architectures and innovative methodologies. In a first part, we introduce Temporal Kolmogorov-Arnold Networks (TKANs) as well as a new transformer-based architecture (TKAT) based on TKANs for time series forecasting. These models integrate memory management and attention mechanism to capture the complex dynamics of financial markets. Our results show that TKAN and TKAT outperform traditional recurrent models (LSTM, GRU) in terms of stability and prediction accuracy, particularly over longer time horizons. The second part proposes a new approach for modeling market regimes using recurrent neural networks and new Markov-Switching GARCH dynamics. This former approach allows to detect market regimes and estimate transition probabilities between different states. The results show a significant improvement in the detection and prediction of market regimes compared to traditional models.The latter models define new meaningful MS-GARCH specifications and convenient simulation-based estimations procedures.In the third part, we explore the use of signatures for portfolio construction. A signature-based classification method is developed to select the most representative assets of each cluster, thus improving the risk-return ratio. Portfolios built with this methodology show superior performances compared to standard portfolios. The last part of this thesis addresses volatility modeling and anomaly detection. We propose a new LSTM layer, the Attention Free Long Short-Term Memory (AF-LSTM), for volatility prediction. This new layer shows superior predictive performances compared to the original version. For anomaly detection, a conditional autoencoder (AF-CAE) is introduced, providing better anomaly detection, reducing false positives. This thesis proposes several contributions in the field of time series prediction; the results demonstrate improvements in terms of accuracy and robustness, opening new perspectives for the modeling and management of financial assets

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Xu, Weijun. "Inverting the signature of a path." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2.

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This thesis consists of two parts. The first part (Chapters 2-4) focuses on the problem of inverting the signature of a path of bounded variation, and we present three results here. First, we give an explicit inversion formula for any axis path in terms of its signature. Second, we show that for relatively smooth paths, the derivative at the end point can be approximated arbitrarily closely by its signature sequence, and we provide explicit error estimates. As an application, we give an effective inversion procedure for piecewise linear paths. Finally, we prove a uniform estimate for the signatures of paths of bounded variations, and obtain a reconstruction theorem via that uniform estimate. Although this general reconstruction theorem is not computationally efficient, the techniques involved in deriving the uniform estimate are useful in other situations, and we also give an application in the case of expected signatures for Brownian motion. The second part (Chapter 5) deals with rough paths. After introducing proper backgrounds, we extend the uniform estimate above to the context of rough paths, and show how it can lead to simple proofs of distance bounds for Gaussian iterated integrals.

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Geng, Xi. "The signature of a rough path : uniqueness." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:f15c0439-2b30-4738-9eab-0dffd86bed69.

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The main contribution of the present thesis is in two aspects. The first one, which is the heart of the thesis, is to explore the fundamental relation between rough paths and their signatures. Our main goal is to give a geometric characterization of the kernel of the signature map in different situations. In Chapter Two, we start by establishing a general fact that a continuous Jordan curve on a Riemannian manifold can be arbitrarily well approximated by piecewise minimizing geodesic interpolations which are again Jordan. This result enables us to prove a generalized version of Green’s theorem for planar Jordan curves with finite p-variation 1 ≤ p < 2, and to prove that two such Jordan curves have the same signature if and only if they are equal up to reparametrization. In Chapter Three, we investigate the problem for general weakly geometric rough paths. In particular, we show that a weakly geometric rough path has trivial signature if and only if it is tree-like in the sense we will define later on. In Chapter Four, we study the problem in the probabilistic setting. In particular, we show that for a class of stochastic processes, with probability one the sample paths are determined by their signatures up to reparametrization. A fundamental example is Gaussian processes including fractional Brownian motion with Hurst parameter H > 1/4, the Ornstein-Uhlenbeck process and the Brownian bridge. The second one is an application of rough path theory to the study of nonlinear diffusions on manifolds under the framework of nonlinear expectations. In Chapter Five, we begin by studying the geometric rough path nature of G-Brownian motion. This enables us to introduce rough differential equations driven by G-Brownian motion from a pathwise point of view. Next we establish the fundamental relation between rough (pathwise theory) and stochastic (L²-theory) differential equations driven by G-Brownian motion. This is a crucial point of understanding nonlinear diffusions and their generating heat flows on manifolds from an intrinsic point of view. Finally, from the pathwise point of view we construct G-Brownian motion on a compact Riemannian manifold and establish its generating heat flow for a class of G-functions under orthogonal invariance. As an independent interest, we also develop the Euler-Maruyama scheme for stochastic differential equations driven by G-Brownian motion.

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Ni, Hao. "The expected signature of a stochastic process." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:e0b9e045-4c09-4cb7-ace9-46c4984f16f6.

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The signature of the path provides a top down description of a path in terms of its eects as a control. It is a group-like element in the tensor algebra and is an essential object in rough path theory. When the path is random, the linear independence of the signatures of different paths leads one to expect, and it has been proved in simple cases, that the expected signature would capture the complete law of this random variable. It becomes of great interest to be able to compute examples of expected signatures. In this thesis, we aim to compute the expected signature of various stochastic process solved by a PDE approach. We consider the case for an Ito diffusion process up to a fixed time, and the case for the Brownian motion up to the first exit time from a domain. We manage to derive the PDE of the expected signature for both cases, and find that this PDE system could be solved recursively. Some specific examples are included herein as well, e.g. Ornstein-Uhlenbeck (OU) processes, Brownian motion and Levy area coupled with Brownian motion.

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Janssen, Arend. "Order book models, signatures and numerical approximations of rough differential equations." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:264e96b3-f449-401b-8768-337acab59cab.

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We construct a mathematical model of an order driven market where traders can submit limit orders and market orders to buy and sell securities. We adapt the notion of no free lunch of Harrison and Kreps and Jouini and Kallal to our setting and we prove a no-arbitrage theorem for the model of the order driven market. Furthermore, we compute signatures of order books of different financial markets. Signatures, i.e. the full sequence of definite iterated integrals of a path, are one of the fundamental elements of the theory of rough paths. The theory of rough paths provides a framework to describe the evolution of dynamical systems that are driven by rough signals, including rough paths based on Brownian motion and fractional Brownian motion (see the work of Lyons). We show how we can obtain the solution of a polynomial differential equation and its (truncated) signature from the signature of the driving signal and the initial value. We also present and analyse an ODE method for the numerical solution of rough differential equations. We derive error estimates and we prove that it achieves the same rate of convergence as the corresponding higher order Euler schemes studied by Davie and Friz and Victoir. At the same time, it enhances stability. The method has been implemented for the case of polynomial vector fields as part of the CoRoPa software package which is available at http://coropa.sourceforge.net. We describe both the algorithm and the implementation and we show by giving examples how it can be used to compute the pathwise solution of stochastic rough differential equations driven by Brownian rough paths and fractional Brownian rough paths.

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Habermann, Karen. "Geometry of sub-Riemannian diffusion processes." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/271855.

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Sub-Riemannian geometry is the natural setting for studying dynamical systems, as noise often has a lower dimension than the dynamics it enters. This makes sub-Riemannian geometry an important field of study. In this thesis, we analysis some of the aspects of sub-Riemannian diffusion processes on manifolds. We first focus on studying the small-time asymptotics of sub-Riemannian diffusion bridges. After giving an overview of recent work by Bailleul, Mesnager and Norris on small-time fluctuations for the bridge of a sub-Riemannian diffusion, we show, by providing a specific example, that, unlike in the Riemannian case, small-time fluctuations for sub-Riemannian diffusion bridges can exhibit exotic behaviours, that is, qualitatively different behaviours compared to Brownian bridges. We further extend the analysis by Bailleul, Mesnager and Norris of small-time fluctuations for sub-Riemannian diffusion bridges, which assumes the initial and final positions to lie outside the sub-Riemannian cut locus, to the diagonal and describe the asymptotics of sub-Riemannian diffusion loops. We show that, in a suitable chart and after a suitable rescaling, the small-time diffusion loop measures have a non-degenerate limit, which we identify explicitly in terms of a certain local limit operator. Our analysis also allows us to determine the loop asymptotics under the scaling used to obtain a small-time Gaussian limit for the sub-Riemannian diffusion bridge measures by Bailleul, Mesnager and Norris. In general, these asymptotics are now degenerate and need no longer be Gaussian. We close by reporting on work in progress which aims to understand the behaviour of Brownian motion conditioned to have vanishing $N$th truncated signature in the limit as $N$ tends to infinity. So far, it has led to an analytic proof of the stand-alone result that a Brownian bridge in $\mathbb{R}^d$ from $0$ to $0$ in time $1$ is more likely to stay inside a box centred at the origin than any other Brownian bridge in time $1$.

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Faye, Mbaye. "Signature infrarouge et modélisation pour la télédétection de deux gaz : SF6 et RuO4." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS182.

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Ce travail est une contribution à l'étude spectroscopique de deux gaz d'origine anthropique pour lesquels la modélisation de la signature infrarouge pourra permettre une quantification dans rejets dans l'atmosphère. L'hexafluorure de soufre (SF₆) est principalement rejeté par l'industrie électrique, qui l'utilise comme isolant gazeux et sa concentration augmente rapidement dans l'atmosphère (de l'ordre de 7 % par an). C'est un gaz à effet de serre puissant listé dans le protocole de Kyoto car ses absorptions intenses vers 10 μm placées dans une fenêtre de transparence atmosphérique et sa durée de vie élevée dans la haute atmosphère(environ 3200 ans) lui confèrent un coefficient de transfert radiatif exceptionnellement élevé (Global Warming Potential, ou GWP égal à 23900 fois celui du dioxyde de carbone, CO₂). La détection et la quantification de ce gaz par sa signature infrarouge via des mesures par satellite nécessitent une très bonne modélisation des spectres d'absorption, incomplètement connus. SF6 est un molécule lourde qui présente un grand nombre de niveaux vibrationnels de basse énergie, donnant lieu à des bandes chaudes dans le domaine des absorptions atmosphériques autour de sa vibration fondamentale la plus intense et celles-ci impliquent des états excités peu ou pas caractérisés. Ainsi, à température ambiante, seules 32 %des molécules se trouvent dans l'état vibrationnel de base. Les bases de données actuelles ne contiennent que les données des bandes de vibration fondamentales. Pour pallier ce manque, il est donc nécessaire d'observer un certain nombre de transitions depuis l'état fondamental vers les niveaux excités de basse énergie servant d'état initial aux bandes chaudes et d'acquérir des données permettant de modéliser aussi les niveaux à deux quanta de vibration constituant les niveaux d'arrivée de ces bandes chaudes.Ce travail est une contribution à l'étude spectroscopique de deux gaz d'origine anthropique pour lesquels la modélisation de la signature infrarouge pourra permettre une quantification dans rejets dans l'atmosphère. L'hexafluorure de soufre (SF6) est principalement rejeté par l'industrie électrique, qui l'utilise comme isolant gazeux et sa concentration augmente rapidement dans l'atmosphère (de l'ordre de 7 % par an). C'est un gaz à effet de serre puissant listé dans le protocole de Kyoto car ses absorptions intenses vers 10 μm placées dans une fenêtre de transparence atmosphérique et sa durée de vie élevée dans la haute atmosphère(environ 3200 ans) lui confèrent un coefficient de transfert radiatif exceptionnellement élevé (Global Warming Potential, ou GWP égal à 23900 fois celui du dioxyde de carbone, CO₂). La détection et la quantification de ce gaz par sa signature infrarouge via des mesures par satellite nécessitent une très bonne modélisation des spectres d'absorption, incomplètement connus. SF₆ est un molécule lourde qui présente un grand nombre de niveaux vibrationnels de basse énergie, donnant lieu à des bandes chaudes dans le domaine des absorptions atmosphériques autour de sa vibration fondamentale la plus intense et celles-ci impliquent des états excités peu ou pas caractérisés. Ainsi, à température ambiante, seules 32 %des molécules se trouvent dans l'état vibrationnel de base. Les bases de données actuelles ne contiennent que les données des bandes de vibration fondamentales. Pour pallier ce manque, il est donc nécessaire d'observer un certain nombre de transitions depuis l'état fondamental vers les niveaux excités de basse énergie servant d'état initial aux bandes chaudes et d'acquérir des données permettant de modéliser aussi les niveaux à deux quanta de vibration constituant les niveaux d'arrivée de ces bandes chaudes
This work is a contribution to the spectroscopic study of two gases of anthropogenic origin for which the modeling of the infrared signature may allow a quantification in releases in the atmosphere. Sulfur hexafluoride (SF₆) is mainly rejected by the electrical industry, which uses it as a gaseous insulator and its concentration increases rapidly in the atmosphere (of the order of 7 per cent per year). It is a potent greenhouse gas listed in the Kyoto Protocol because its intense absorption around 10 μm issituated in a window of atmospheric transparency and its lifetime in the upper atmosphere (approximately 3200 years) confers an exceptionally high radiative transfer coefficient (Global WarmingPotential, or GWP equal to 23900 times that of carbon dioxide,CO2). The detection and quantification of this gas by its infrared signature via satellite measurements requires a very accurate modeling of the absorption spectra, incompletely known. For SF₆,in particular because of the fact that this heavy molecule presents a large number of vibrational levels of low energy, there exist hotbands in the region of atmospheric absorption around its most intense fundamental absorption (v₃); these involve excited states little or not characterized. Thus, at ambient temperature, only 32% of the molecules are located in the vibrational ground state. Current databases contain only data for the fundamental vibrationband. To compensate for this lack, it is therefore necessary toobserve a number of transitions from the ground state to the excited levels of low energy used corresponding to initial states of the hot bands and to acquire data for modeling also levels with two quanta of vibration constituting the upper levels of arrival of thes ehot bands.This work is a contribution to the spectroscopic study of two gases of anthropogenic origin for which the modeling of the infrared signature may allow a quantification in releases in the atmosphere.Sulfur hexafluoride (SF₆) is mainly rejected by the electricalindustry, which uses it as a gaseous insulator and its concentration increases rapidly in the atmosphere (of the order of 7 per cent peryear). It is a potent greenhouse gas listed in the Kyoto Protocolbecause its intense absorption around 10 μm is situated in awindow of atmospheric transparency and its lifetime in the upper atmosphere (approximately 3200 years) confers an exceptionally high radiative transfer coefficient (Global Warming Potential, orGWP equal to 23900 times that of carbon dioxide, CO2). The detection and quantification of this gas by its infrared signature via satellite measurements requires a very accurate modeling of theabsorption spectra, incompletely known. For SF6, in particular because of the fact that this heavy molecule presents a largenumber of vibrational levels of low energy, there exist hot bands in the region of atmospheric absorption around its most intensefundamental absorption (v3); these involve excited states little or not characterized. Thus, at ambient temperature, only 32 % of themolecules are located in the vibrational ground state. Current databases contain only data for the fundamental vibration band. Tocompensate for this lack, it is therefore necessary to observe a number of transitions from the ground state to the excited levels oflow energy used corresponding to initial states of the hot bands andto acquire data for modeling also levels with two quanta ofvibration constituting the upper levels of arrival of these hot bands

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Kebichi, Omar. "Techniques et outils de CAO pour la génération automatique de test intégré pour RAMs." Grenoble INPG, 1994. http://www.theses.fr/1994INPG0062.

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Le bist (built-in self-test) est une technique de test autonome puisque toutes les fonctions necessaires pour le test sont implementees a l'interieur du circuit lui-meme. Il peut assurer la testabilite pendant la duree de vie du circuit (test apres fabrication au niveau puce et wafer, test au niveau carte et systeme, test de maintenance et test periodique pendant l'utilisation du circuit). En ce qui concerne le scan path, cette solution permet l'elimination des problemes de controlabilite et d'observabilite qui sont presents surtout lors du test de circuits enterres. L'inconvenient de cette technique est l'augmentation du temps de test. L'utilisation d'un circuit bist requiert generalement un peu plus de materiel, mais reduit considerablement le temps de test. Cependant, le choix de la solution de test la plus performante depend de differents criteres (taille de la memoire, temps de test, taux de couverture de fautes, effort de conception etc. ). Ainsi, dans cette these nous proposons plusieurs techniques scan path et bist pour memoires ram. Pour la solution scan path, nous proposons une technique divisant par n le temps d'application des donnees de test (n etant la longueur de la donnee de test). Pour l'observation des reponses plusieurs techniques tenant compte du temps d'observation et de la couverture de fautes sont etudiees. Concernant la solution bist, differentes techniques pour la generation d'adresses, la generation des donnees de test et la verification des reponses de sorties sont proposees. Un outil pour la generation automatique de ces schemas bist et scan path a ete realise. Cet outil permet aussi de choisir la technique de test la plus adequate. Toujours concernant la solution bist, une technique de realisation d'analyseurs de signature sans masquage et une autre pour le calcul exact du taux de masquage ont ete aussi proposees. Concernant le test periodique de rams qui est parfois obligatoire dans un systeme, nous proposons une architecture de bist transparent tres efficace qui permet de tester la ram sans detruire son contenu initial. Un outil de generation automatique de bist transparent pour rams a aussi ete developpe

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Books on the topic "Path signatures"

Chien-ming, Chin, University of Illinois at Urbana-Champaign. Electromagnetic Communication Laboratory., and United States. National Aeronautics and Space Administration., eds. Electromagnetic scattering from realistic targets: Final report for NASA NAG 3-1474. Urbana, IL: Electromagnetics Laboratory, Dept. of Electrical and Computer Engineering, University of Illinois at Urbana-Champaign, 1997.

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Bellman, Geoffrey M. Your Signature Path: Gaining New Perspectives on Life and Work. Berrett-Koehler Publishers, Incorporated, 1996.

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Your signature path: Gaining new perspectives on life and work. San Francisco: Berrett-Koehler Publishers, 1996.

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Discovering your soul signature: A 33-day path to purpose, passion, & joy. 2014.

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Matrix, The: Path of Neo(tm) Official Strategy Guide (Bradygames Signature Series Guide). BRADY GAMES, 2005.

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Latour, Melinda. Santana and the Metaphysics of Tone. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199985227.003.0010.

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Throughout his career, Carlos Santana has used music to express his idiosyncratic spiritual beliefs. Pursuing the guidance of guru Sri Chinmoy in the 1970s and subsequently seeking his own spiritual path, Santana sought to channel a higher power through his guitar technique and tone, describing the process of music making as a mystical endeavor. In order to attain these goals, Santana used amplifiers that prioritized depth of sound (described by himself in synesthetic terms), feedback loops for his signature sustained tones, an avoidance of hypermasculine performance, and a peaceful stage presence. This chapter investigates the role of timbre in Santana’s spiritual journey from the 1960s to the present.

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Kitses, Jim. Horizons West. Bloomsbury Publishing Plc, 2007. http://dx.doi.org/10.5040/9781838711276.

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When first published in 1969, Horizons West was immediately recognised as the definitive critical account of the Western film and some of its key directors. This greatly expanded new edition is, like the original, written in a graceful, penetrating and absorbingly readable style. It provides definitive critical analysis of the six greatest film-makers of the Western genre: John Ford, Anthony Mann, Budd Boetticher, Sam Peckinpah, Sergio Leone and Clint Eastwood. And it offers illuminating accounts of such classic Westerns as The Searchers, Pat Garrett and Billy the Kid, Once Upon a Time in the West, Shane and many more. Among the completely new material in this edition is Kitses's magisterial account of the work of the greatest of Western directors, John Ford. Kitses also assesses how the Western has been challenged by revisionist historical accounts of the West and the Western, and by movement such as feminism, postmodernism, multiculturalism and psychoanalysis. The product of a lifetime's labour and love, Horizons West is a landmark of scholarship and interpretation devoted to, what is for many, Hollywood's signature genre. It provides a compelling account of the powerful mythology of America's past as forged by Western films and the men who made them.

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Liechty, Edward A., and Martin M. Fisher, eds. Coding for Pediatrics, 2016. 21st ed. American Academy of Pediatrics, 2015. http://dx.doi.org/10.1542/9781581109597.

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Published annually and currently in its 21th edition, Coding for Pediatrics is the signature publication in a comprehensive suite of coding products offered by the American Academy of Pediatrics (AAP). This AAP exclusive complements standard coding manuals with pediatric-specific documentation and billing solutions for pediatricians, nurse practitioners, administration staff, and pediatric coders. This year's edition has been fully updated and revised to include all changes to the 2016 Current Procedural Terminology (CPT®), complete with accompanying guidelines for their application. The numerous clinical vignettes and examples featured in the book, as well as the many coding pearls included throughout, have also been fully revised and revisited. Coding for Pediatrics, 2016 continues to provide guidance on ICD-10-CM transition including coding tips highlighting key conventions and documentation elements to support specific and accurate ICD-10-CM code selection. Other updates for this edition include Detailed information on new and revised CPT® codes for 2016 including Prolonged clinical staff time Removal of impacted cerumen with irrigation or lavage Revision of photo-screening services New chapter on enhanced quality and pay for performance Expanded coding resources including articles for the AAP Pediatric Coding Newsletter, coding fact sheets, sample appeal letter, denial tracking tool, and more All clinical vignettes presented with corresponding ICD-10-CM codes. Some included with valuable quality measure. Online access to many additional practice resources Table of Contents New and Revised CPT® Codes for 2016 Diagnosis Coding: ICD-10-CM Modifiers and Coding Edits Evaluation and Management Documentation (E/M) and Coding Guidelines: Incident-To, PATH Guidelines, and Scope of Practice Laws Preventive Services Evaluation and Management Services in the Office, Outpatient, Home, or Nursing Facility Setting Perinatal Counseling and Care of the Neonate Noncritical Hospital Evaluation and Management Services Emergency Department Services Critical Care and Intensive Care Evolving Evaluation and Management for Nonphysician Services Common Procedures and Non-E/M Medical Services Coding for Quality and Performance Measures\ Preventing Fraud and Abuse: Compliance, Audits, and Paybacks The Business of Medicine: From Clean Claims to Correct Payment and Emerging Payment Methodologies

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Liechty, Edward A., Cindy Hughes, and Becky Dolan, eds. Coding for Pediatrics, 2014. American Academy of Pediatrics, 2013. http://dx.doi.org/10.1542/9781581108354.

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“Published annually and currently in its 19th edition, Coding for Pediatrics is the signature publication in a comprehensive suite of coding products offered by the American Academy of Pediatrics (AAP). Written by coding experts for coders and physicians, this manual is a product of the AAP Committee on Coding and Nomenclature and is extensively reviewed each year by the AAP Coding Publications Editorial Advisory Board. This edition has been fully updated and revised to include all changes to the 2014 Current Procedural Terminology (CPT®) and International Classification of Diseases, Ninth Revision, Clinical Modification (ICD-9-CM) codes, complete with accompanying guidelines for their application. The numerous clinical vignettes and examples featured in the book, as well as the many “Coding Pearls” included throughout, have also been fully revised and revisited. New to this edition, is an emphasis through the entirety of the manual on the upcoming transition to International Classification of Diseases, 10th Revision, Clinical Modification (ICD-10-CM) with newly added “Transitioning to 10” boxes. These boxes accompany the text and highlight for the reader the various codes and situations most affected by the forthcoming change. New 2014 features and updates make Coding for Pediatrics more indispensable that ever! ICD-10-CM guidance and examples with dynamic call-out boxes New chapter on preventive medicine services New information on changes to transitional care management Updated guidance for reporting new codes for interprofessional consultations New explanation of changes to the code for cerumen removal Web access to Coding for Pediatrics updates and alerts Updated clinical vignettes to bring complex coding issues to life. Updated coding fact sheets, sample letters, denial tracking tool, and more The basics and beyond-with chapter after chapter of important information, updates and advice, including * New and Revised CPT® and ICD-9-CM Codes for 2014 * Diagnosis Coding: ICD-9-CM and ICD-10-CM * Evaluation and Management Documentation and Coding Guidelines: Incident-To, PATH Guidelines, and Scope of Practice Laws * Preventive Evaluation and Management Services in the Office, Outpatient, Home, or Nursing Facility Setting * Noncritical Hospital Care * Perinatal Counseling and Care of the Neonate and Critically Ill Infant/Child * Emergency Department Services * Common Procedures and Non-E/M Medical Services * Modifiers and Coding Edits * Category II CPT® Codes-Pay for Performance Measures and Category III CPT® Codes-Emerging Technologies * Fraud and Abuse: Compliance for the Pediatric Practice * The Business of Medicine: From Clean Claims to Correct Payment and Emerging Payment Methodologies Coding for Pediatrics, has the prior approval of American Academy of Professional Coders (AAPC) for 4.0 continuing education hours. Granting of prior approval in no way constitutes endorsement by AAPC of the program content or the program sponsor.”

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Book chapters on the topic "Path signatures"

Wang, Chenyang, Ling Luo, and Uwe Aickelin. "Quasi-Periodicity Detection via Repetition Invariance of Path Signatures." In Advances in Knowledge Discovery and Data Mining, 301–13. Cham: Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-33383-5_24.

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Neginhal, Mradula, Khaled Harfoush, and Harry Perros. "Measuring Bandwidth Signatures of Network Paths." In NETWORKING 2007. Ad Hoc and Sensor Networks, Wireless Networks, Next Generation Internet, 1072–83. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-72606-7_92.

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Huang, Zi, Xiaofang Zhou, Heng Tao Shen, and Dawei Song. "3D Protein Structure Matching by Patch Signatures." In Lecture Notes in Computer Science, 528–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11827405_52.

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Oliveira, Dario Augusto Borges, and Matheus Palhares Viana. "Using 1D Patch-Based Signatures for Efficient Cascaded Classification of Lung Nodules." In Patch-Based Techniques in Medical Imaging, 67–75. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-00500-9_8.

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Fermanian, Adeline, Jiawei Chang, Terry Lyons, and Gérard Biau. "The Insertion Method to Invert the Signature of a Path." In Recent Advances in Econometrics and Statistics, 575–95. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-61853-6_29.

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Song, Sung Keun, Hee Yong Youn, and Kang Shin Lee. "A New Digital Signature and Certificate Architecture with Shortest Certification Path." In Lecture Notes in Computer Science, 1–12. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24693-0_1.

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Ly Van, B., S. Garcia-Salicetti, and B. Dorizzi. "Fusion of HMM’s Likelihood and Viterbi Path for On-line Signature Verification." In Biometric Authentication, 318–31. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-25976-3_29.

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Zhang, Xin, Jiale Cheng, Hao Ni, Chenyang Li, Xiangmin Xu, Zhengwang Wu, Li Wang, Weili Lin, Dinggang Shen, and Gang Li. "Infant Cognitive Scores Prediction with Multi-stream Attention-Based Temporal Path Signature Features." In Medical Image Computing and Computer Assisted Intervention – MICCAI 2020, 134–44. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-59728-3_14.

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Shin, Hakgene, Heeju Lee, and Jaewoo Chang. "A Concatenated Signature Scheme on Path Dictionary for Query Processing of Composite Objects." In OOIS’97, 44–54. London: Springer London, 1998. http://dx.doi.org/10.1007/978-1-4471-1525-0_5.

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Ignatidis, Panagiotis, Henrik von der Haar, Christoph Hennecke, and Friedrich Dinkelacker. "Impact of Mixing on the Signature of Combustor Defects." In Regeneration of Complex Capital Goods, 95–113. Cham: Springer International Publishing, 2024. http://dx.doi.org/10.1007/978-3-031-51395-4_6.

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AbstractDefects in the combustion chamber can negatively influence the performance of an aircraft engine and increase component stress in the turbine. One aim of the Collaborative Research Center 871 is to provide early prediction about the condition of the engine by analysing the signature of the exhaust gas jet. This includes the usage of machine learning techniques and helps to optimise maintenance times and to reduce costs. This topic is linked to the question, how defects in the combustion chamber affect the flow field and how the defect signature is mixed out in the hot gas path. Examples are shown for a simplified ring burning chamber, where several experimental and numerical studies have been done. Additionally, one failure case is described in detail here, where the methodology is applied to a real size gas turbine burning chamber and its subsequent turbine. Furthermore the diffusion theory is generalized to situations with complex geometrical boundary conditions, for instance from the turbine passage channel geometry. This approach is applied on the investigated example case and shows complex thermal diffusion coefficients, being in the order of 10,000–100,000 times larger than the molecular diffusion coefficient. Even these large values allow the determination of burning chamber defects from the exhaust flow pattern.

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Conference papers on the topic "Path signatures"

Oppeneer, Martien, Piet Bijl, Judith Dijk, Miranda van Iersel, and Johan-Martijn ten Hove. "Target acquisition modeling over the exact optical path: extending the EOSTAR TDA with the TOD sensor performance model." In Target and Background Signatures, edited by Karin U. Stein and Ric Schleijpen. SPIE, 2017. http://dx.doi.org/10.1117/12.2278848.

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Morley, Sam, and Terry Lyons. "RoughPy." In Python in Science Conference. SciPy, 2024. http://dx.doi.org/10.25080/dxwy3560.

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Rough path theory is a branch of mathematics arising out of stochastic analysis. One of the main tools of rough path analysis is the signature, which captures the evolution of an unparametrised path including the order in which events occur. This turns out to be a useful tool in data science applications involving sequential data. RoughPy is our new Python package that aims change the way we think about sequential streamed data, by viewing it through the lens of rough paths. In RoughPy, data is wrapped in a stream object which can be composed and queried to obtain signatures that can be used in analysis. It also provides a platform for further exploration of the connections between rough path theory and data science.

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Moore, Paul, Theodor-Mihai Iliant, Filip-Alexandru Ion, Yue Wu, and Terry Lyons. "Path Signatures for Non-Intrusive Load Monitoring." In ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2022. http://dx.doi.org/10.1109/icassp43922.2022.9747285.

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Zhang, Ze, Sunghyun Park, and Scott Mahlke. "Path Sensitive Signatures for Control Flow Error Detection." In LCTES '20: 21st ACM SIGPLAN/SIGBED Conference on Languages, Compilers, and Tools for Embedded Systems. New York, NY, USA: ACM, 2020. http://dx.doi.org/10.1145/3372799.3394360.

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Wilson, David J., R. Burt Dedmon, W. W. Montgomery, and C. E. Craven. "Doppler Signatures of Hard Targets." In Coherent Laser Radar. Washington, D.C.: Optica Publishing Group, 1987. http://dx.doi.org/10.1364/clr.1987.tha4.

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Monostatic coherent doppler signal-to-noise (S/N) ratio measurements were made with a 15 watt, continuous wave, homodyne 10.6 micrometer ladar. The path from the ladar to the target was 30m horizontal with a single fold of the beam to maximize path length. The beam was focused at the target through the 25cm aperture Schwartzchild telescope. Attenuation at the folding mirror was used to reduce power on the target and attenuate the returned beam to prevent saturation of the detector preamplifier circuit.

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Loch, Adrian, David Meier, and Matthias Hollick. "How did you get here? PHY-layer path signatures." In 2014 IEEE 15th International Symposium on "A World of Wireless, Mobile and Multimedia Networks" (WoWMoM). IEEE, 2014. http://dx.doi.org/10.1109/wowmom.2014.6919019.

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Flanigan, Edward, Arkan Abdulrahman, and Spyros Tragoudas. "Sequential Path Delay Fault Identification Using Encoded Delay Propagation Signatures." In 2008 9th International Symposium of Quality of Electronic Design (ISQED). IEEE, 2008. http://dx.doi.org/10.1109/isqed.2008.4479811.

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Chen, Yangjun, Yong Shi, and Yibin Chen. "Tree inclusion algorithm, signatures and evaluation of path-oriented queries." In the 2006 ACM symposium. New York, New York, USA: ACM Press, 2006. http://dx.doi.org/10.1145/1141277.1141521.

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Haderlein, Jonas F., Andre D. H. Peterson, Parvin Zarei Eskikand, Mark J. Cook, Anthony N. Burkitt, David B. Grayden, and Iven M. Y. Mareels. "Revisiting Seizure Prediction with Path Signatures: the Limitations of System Identification." In 2024 Australian & New Zealand Control Conference (ANZCC). IEEE, 2024. http://dx.doi.org/10.1109/anzcc59813.2024.10432829.

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Varma, Nakul, Sujit Jadhav, Kumar Manish, Ravi Chandak, Avdesh Negi, Ajay Jha, and Avinash Bohra. "Horizontal Sucker Rod Pumping Wells – Novel Unconventional Dyna Card Signatures Interpretation for Pump & Rod Run-life Optimisation." In Asia Pacific Unconventional Resources Symposium. SPE, 2023. http://dx.doi.org/10.2118/217279-ms.

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Abstract This paper presents a comprehensive and pioneering analysis, exploring the hitherto uncharted terrain of newly discovered dyna-card signatures and learnings associated with their analysis. These signatures, emblematic of an intricate interplay between high-deviation, azimuth, Dog-Leg Severity, and rod-guide application in horizontal-well configurations, constitute a novel dimension in the pursuit of optimizing pump and sucker-rod run-life. The emergence of these distinct dyna-card signatures unveils a paradigm shift, transcending the boundaries of convention by redefining the landscape of artificial lift systems. These signatures, while intricately linked to the complex conditions of horizontal-well operations, are conspicuously absent from the annals of existing literature. So, this paper will fill the gaps of theory & literature. By methodically delving into the core of these unconventional signatures, this paper embarks on an intellectual journey that transcends the known boundaries of understanding. This journey traverses through a comprehensive examination of not only the novel dyna-card signatures but also a spectrum of both rare and common dyna-card signatures. The outcome of this analytical odyssey is a revelation of strategies that cast light on the path to bolstering the longevity and efficacy of rod-string and pump performance. These novel & unconventional dyna-card signatures are connected with the challenges posed by elevated wear rates of rod-couplings and rod-guides, particularly where they interface with the tubing-wall, the paper introduces an arsenal of specialized rod-string designs to overcome these problems identified by the specialized dyna-card signatures. These designs, forged at the intersection of innovation and necessity, stand as a testament to the commitment to harnessing newfound knowledge in a practical manner.

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Reports on the topic "Path signatures"

Simandl, G. J., R. J. D'Souza, S. Paradis, and J. Spence. Rare-earth element content of carbonate minerals in sediment-hosted Pb-Zn deposits, southern Canadian Rocky Mountains. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/328001.

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Paleozoic platform carbonate rocks of the Rocky Mountains host Mississippi Valley-type (MVT), magnesite, barite, and REE-barite-fluorite deposits. Farther west, platform carbonate rocks of the Kootenay Arc host MVT and fracture-controlled replacement (FCR) deposits. This is the first systematic LA-ICP-MS study of carbonates in MVT and FCR deposits. We investigated seven MVT deposits in the Rocky Mountains, and five MVT deposits in the Kootenay Arc. None of the post-Archean Australian shale (PAAS)-normalized REE profiles show light REE (LREE) depletion and strong negative Ce anomalies characteristic of modern seawater: some profiles are nearly flat; others show depletion in LREE similar to seawater but without negative Ce anomalies; others are middle REE enriched. Carbonates with a strong positive Eu anomaly precipitated from or interacted with different fluids than carbonates with flatter profiles without a strong positive Eu anomaly. REE signatures reflect crystallization conditions of primary carbonates, and crystallization and re-equilibration conditions of carbonates with ambient fluids during diagenesis, deep burial, and/or metamorphic recrystallization. Chemical evolution of fluids along their migration path, fluid-to-rock ratio, fluid acidity, redox, and temperature also influence REE profile shape, which helps establish genetic and timing constraints on studied deposits and improves knowledge of the metallogeny of the Kootenay Arc and Rocky Mountains.

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