@article{ageneralisedsignaturemethodfortime,
  title = {A Generalised Signature Method for Multivariate Time Series Feature Extraction},
  author = {James Morrill and Adeline Fermanian and Patrick Kidger and Terry Lyons},
  year = {2020},
  eprint = {2006.00873},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.00873v2},
}