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Tropical time series, iterated-sums signatures and quasisymmetric functions

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 Added by Joscha Diehl
 Publication date 2020
and research's language is English




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Driven by the need for principled extraction of features from time series, we introduce the iterated-sums signature over any commutative semiring. The case of the tropical semiring is a central, and our motivating, example, as it leads to features of (real-valued) time series that are not easily available using existing signature-type objects.



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We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Kiraly and H.~Oberhauser. In particular, we show how to recover the character property of the associated linear map over the tensor algebra by considering a deformed quasi-shuffle product of words on the latter. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties.
67 - Zachary Hamaker 2018
Given a set of permutations Pi, let S_n(Pi) denote the set of permutations in the symmetric group S_n that avoid every element of Pi in the sense of pattern avoidance. Given a subset S of {1,...,n-1}, let F_S be the fundamental quasisymmetric function indexed by S. Our object of study is the generating function Q_n(Pi) = sum F_{Des sigma} where the sum is over all sigma in S_n(Pi) and Des sigma is the descent set of sigma. We characterize those Pi contained in S_3 such that Q_n(Pi) is symmetric or Schur nonnegative for all n. In the process, we show how each of the resulting Pi can be obtained from a theorem or conjecture involving more general sets of patterns. In particular, we prove results concerning symmetries, shuffles, and Knuth classes, as well as pointing out a relationship with the arc permutations of Elizalde and Roichman. Various conjectures and questions are mentioned throughout.
222 - Jonathan Bloom 2018
Let S_n be the nth symmetric group. Given a set of permutations Pi we denote by S_n(Pi) the set of permutations in S_n which avoid Pi in the sense of pattern avoidance. Consider the generating function Q_n(Pi) = sum_pi F_{Des pi} where the sum is over all pi in S_n(Pi) and F_{Des pi} is the fundamental quasisymmetric function corresponding to the descent set of pi. Hamaker, Pawlowski, and Sagan introduced Q_n(Pi) and studied its properties, in particular, finding criteria for when this quasisymmetric function is symmetric or even Schur nonnegative for all n >= 0. The purpose of this paper is to continue their investigation answering some of their questions, proving one of their conjectures, as well as considering other natural questions about Q_n(Pi). In particular we look at Pi of small cardinality, superstandard hooks, partial shuffles, Knuth classes, and a stability property.
We exhibit a faithful representation of the plactic monoid of every finite rank as a monoid of upper triangular matrices over the tropical semiring. This answers a question first posed by Izhakian and subsequently studied by several authors. A consequence is a proof of a conjecture of Kubat and Okni{n}ski that every plactic monoid of finite rank satisfies a non-trivial semigroup identity. In the converse direction, we show that every identity satisfied by the plactic monoid of rank $n$ is satisfied by the monoid of $n times n$ upper triangular tropical matrices. In particular this implies that the variety generated by the $3 times 3$ upper triangular tropical matrices coincides with that generated by the plactic monoid of rank $3$, answering another question of Izhakian.
Let A be a finite subset of an abelian group (G, +). Let h $ge$ 2 be an integer. If |A| $ge$ 2 and the cardinality |hA| of the h-fold iterated sumset hA = A + $times$ $times$ $times$ + A is known, what can one say about |(h -- 1)A| and |(h + 1)A|? It is known that |(h -- 1)A| $ge$ |hA| (h--1)/h , a consequence of Pl{u}nneckes inequality. Here we improve this bound with a new approach. Namely, we model the sequence |hA| h$ge$0 with the Hilbert function of a standard graded algebra. We then apply Macaulays 1927 theorem on the growth of Hilbert functions, and more specifically a recent condensed version of it. Our bound implies |(h -- 1)A| $ge$ $theta$(x, h) |hA| (h--1)/h for some factor $theta$(x, h) > 1, where x is a real number closely linked to |hA|. Moreover, we show that $theta$(x, h) asymptotically tends to e $approx$ 2.718 as |A| grows and h lies in a suitable range varying with |A|.

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