From 664bb44986c8006e29df3aa296193b3d855033af Mon Sep 17 00:00:00 2001 From: Adeline Fermanian Date: Fri, 7 Apr 2023 16:48:10 +0200 Subject: [PATCH] add citation to inversion paper --- docs/pages/examples/inversion.rst | 2 ++ 1 file changed, 2 insertions(+) diff --git a/docs/pages/examples/inversion.rst b/docs/pages/examples/inversion.rst index 875421a..5ee53ec 100644 --- a/docs/pages/examples/inversion.rst +++ b/docs/pages/examples/inversion.rst @@ -5,6 +5,8 @@ Inversion of signatures We show below a simple example of signature inversion. A crucial parameter is the :attr:`depth` chosen for the signature: the function :func:`signatory.invert_signature` reconstructs a piecewise linear path with :attr:`depth` + 1 points that approximates the original path the signature was computed on. +We refer to `Fermanian et al. (2023) `_ for details on the algorithm. + .. code-block:: python import math