Discrete Signature Varieties
Carlo Bellingeri, Raul Penaguiao · SIAM Journal on Applied Algebra and Geometry · 2025
Abstract. Discrete signatures are invariants computed from time series corresponding to the discretized version of the signature of paths. We study the algebraic varieties arising from their images, the discrete signature varieties. We introduce them and compute their dimension in many cases. From a particular subclass of these varieties, we derive a partial solution to the Chen–Chow theorem for complex-valued time series.