@article{anomalydetectiononstreameddata,
  title = {Dimensionless Anomaly Detection on Multivariate Streams with Variance Norm and Path Signature},
  author = {Zhen Shao and Ryan Sze-Yin Chan and Thomas Cochrane and Peter Foster and Terry Lyons},
  year = {2020},
  eprint = {2006.03487},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.03487v2},
}