Sliding-Window Signatures as Features for Time Series Forecasting

arXiv:2510.12337 · stat.ME, stat.ML · Submitted 2025-10-14 · Read on arXiv

stat.ME, stat.ML

Submitted: 2025-10-14

Updated: 2026-10-26

Terminology

• Time Series Forecasting — 2× in this paper · explained in 4 episodes
• Theoretical Guarantees — 1× in this paper · explained in 2 episodes
• Universality — 1× in this paper · explained in 2 episodes

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