Mean and PGA for Time Series: The Signature Method Answer

Explore a comprehensive lecture by Professor Marianne Clausel from Université de Lorraine on applying signature methods to time series analysis. This 94-minute presentation delves into innovative approaches for calculating means and performing Principal Geodesic Analysis (PGA) for time series data. The lecture is part of the "Representing, calibrating & leveraging prediction uncertainty from statistics to machine learning" (RCL) event series scheduled for May 22nd, 2025. Learn advanced mathematical techniques that bridge traditional statistical methods with modern machine learning approaches for handling complex temporal data structures.