Mean and PGA for Time Series: The Signature Method Answer

Join Professor Marianne Clausel from Université de Lorraine for a seminar lecture on "Mean and PGA for time series: the signature method answer!" This mathematical presentation explores innovative approaches to analyzing time series data using signature methods. Discover advanced techniques 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 at the Isaac Newton Institute, scheduled for May 22nd, 2025. Gain insights into cutting-edge mathematical research with applications across science and technology fields from a leading mathematical scientist.