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@datasig-ac-uk

DataSig

A rough path between mathematics and data science

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  1. RoughPy Public

    Toolbox for working with streaming data as rough paths in Python

    C++ 33 4

  2. esig Public

    esig python package

    Python 45 3

  3. pysegments Public

    C++ 3 2

  4. PyRecombine Public

    C++

Repositories

Showing 10 of 17 repositories
  • RoughPy Public

    Toolbox for working with streaming data as rough paths in Python

    C++ 33 BSD-3-Clause 4 19 (1 issue needs help) 1 Updated Feb 27, 2025
  • Jupyter Notebook 0 MIT 0 0 0 Updated Feb 26, 2025
  • signature_applications Public

    Example applications of path signatures

    Jupyter Notebook 37 10 6 0 Updated Feb 25, 2025
  • signatory Public Forked from patrick-kidger/signatory

    Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

    C++ 2 Apache-2.0 36 0 0 Updated Feb 18, 2025
  • PSFDataset Public Forked from kschlegel/PSFDataset

    Implementation of the Path-signature-featuremethodology for creating datasets for human action recognition from landmark data.

    Python 0 Apache-2.0 6 0 0 Updated Feb 13, 2025
  • diffrax Public Forked from patrick-kidger/diffrax

    Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/

    Python 0 Apache-2.0 145 0 0 Updated Feb 10, 2025
  • nlpsig Public

    Package for constructing paths of embeddings obtained from transformers.

    Python 4 BSD-3-Clause 0 5 2 Updated Jan 27, 2025
  • esig Public

    esig python package

    Python 45 GPL-3.0 3 12 0 Updated Dec 17, 2024
  • signature_mahalanobis_knn Public

    Methodology for anomaly detection on multivariate streams using path signatures and the variance norm.

    Jupyter Notebook 7 MIT 3 1 0 Updated Dec 9, 2024
  • PyRecombine Public
    C++ 0 BSD-3-Clause 0 1 0 Updated Oct 21, 2024

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