Implements certain invariants for the iterated-integrals signature.
Project description
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.
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