
ALT A graphic with a gradient background in blues, purples, and oranges, with a feature photo of machine learning programming and equations to the right hand side in the same colour scheme. The text on the graphic read: "STATML admission now open. University of Oxford and Imperial College. Deadline: 8th Janary 2025. For more information visit https://statml.io."

ALT Summary We established an alternative nowcasting modelling framework using the signature method providing an efficient way to handle complicated timeseries issues. - We show that regression on signatures subsumes the linear Kalman filter. - We see it achieves near optimal performance in simulation. This can be applied on real data for economic nowcasting. Nowcasting key economic variables with signature methods 19 May 2023 Lingyi Yang





























