chen-signatures 0.2.4

Fast path signatures

chen-signatures

Fast rough path signatures for Python, powered by a high-performance Julia backend.

chen-signatures brings the speed and numerical stability of Julia’s ChenSignatures.jl to Python via juliacall, offering a modern, actively maintained alternative to existing signature libraries.

It has been benchmarked against both iisignature and pysiglib, showing:

• Comparable performance to pysiglib, a modern C++/Python implementation
• Consistently faster performance than iisignature across typical configurations

Full benchmark notebooks and articles will be published separately.

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Installation

pip install chen-signatures

On first import, juliacall will automatically install a lightweight Julia runtime. This happens once per environment.

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Quick Start

import chen
import numpy as np

path = np.random.randn(1000, 10)

signature = chen.sig(path, m=5)
logsignature = chen.logsig(path, m=5)

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API

sig(path, m)

Compute a truncated signature up to level m.

sig = chen.sig(path, m=3)

logsig(path, m)

Compute log-signatures using the Lyndon basis.

logsig = chen.logsig(path, m=5)

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Supported Types

• float32, float64
• Any NumPy array-like input
• Contiguous arrays recommended (handled automatically)

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Use Cases

• Financial time series
• Sensor data and IoT
• Neural CDEs / differential ML
• Representation learning
• Anomaly detection

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Limitations

• First import is slow (Julia installation)
• CPU-only execution
• Uses more memory than minimal C++ libraries

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Requirements

• Python ≥ 3.9
• NumPy ≥ 1.20
• ~500MB disk space for Julia runtime

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Citation

@software{chen_signatures,
  author = {Combi, Alessandro},
  title = {chen-signatures: Fast rough path signatures for Python},
  year = {2025},
  url = {https://github.com/aleCombi/ChenSignatures.jl}
}

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Contributing

https://github.com/aleCombi/ChenSignatures.jl