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DataSig

A rough path between mathematics and data science

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  1. RoughPy RoughPy Public

    Toolbox for working with streaming data as rough paths in Python

    C++ 29 3

Repositories

Showing 10 of 11 repositories
  • RoughPy Public

    Toolbox for working with streaming data as rough paths in Python

    datasig-ac-uk/RoughPy’s past year of commit activity
    C++ 29 BSD-3-Clause 3 11 3 Updated Sep 13, 2024
  • nlpsig Public

    Package for constructing paths of embeddings obtained from transformers.

    datasig-ac-uk/nlpsig’s past year of commit activity
    Python 4 BSD-3-Clause 0 5 0 Updated Sep 11, 2024
  • esig Public

    esig python package

    datasig-ac-uk/esig’s past year of commit activity
    Python 41 GPL-3.0 3 12 2 Updated Sep 3, 2024
  • signature_applications Public

    Example applications of path signatures

    datasig-ac-uk/signature_applications’s past year of commit activity
    Jupyter Notebook 35 10 7 0 Updated Jul 30, 2024
  • pysegments Public
    datasig-ac-uk/pysegments’s past year of commit activity
    C++ 3 MIT 2 0 0 Updated Jul 3, 2024
  • signatory Public Forked from patrick-kidger/signatory

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

    datasig-ac-uk/signatory’s past year of commit activity
    C++ 1 Apache-2.0 35 0 0 Updated Jun 27, 2024
  • signature_mahalanobis_knn Public

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

    datasig-ac-uk/signature_mahalanobis_knn’s past year of commit activity
    Jupyter Notebook 7 MIT 3 1 2 Updated Jun 18, 2024
  • SigNova Public
    datasig-ac-uk/SigNova’s past year of commit activity
    Python 2 1 0 0 Updated May 14, 2024
  • libalgebra-lite Public
    datasig-ac-uk/libalgebra-lite’s past year of commit activity
    C++ 1 MIT 0 0 0 Updated Dec 11, 2023
  • path_signatures_introduction Public Forked from pafoster/path_signatures_introduction

    A Brief Introduction to Path Signatures for Machine Learning Practitioners

    datasig-ac-uk/path_signatures_introduction’s past year of commit activity
    Jupyter Notebook 1 MIT 12 0 0 Updated Oct 10, 2023
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