signature-invariants
Implements the invariants of the paper Diehl / Reizenstein - Invariants of multidimensional time series based on their iterated-integral signature.
Installation
Install with:
pip install signature-invariants-py
- or::
pip install git+git://github.com/diehlj/signature-invariants-py
Copyright © 2018 Joscha Diehl
Distributed under the Eclipse Public License.
1 maintainer
Metadata
1 maintainer
Release files for signature-invariants-py 0.1.1
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Built distribution (wheel)
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Total release size: 9.5 kB
Release files / signature-invariants-py-0.1.1.tar.gz
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Release files / signature_invariants_py-0.1.1-py3-none-any.whl
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| Tags | Python 3 |
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