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Implements certain invariants for the iterated-integrals signature.

Project description


Implements the invariants of the paper Diehl / Reizenstein - Invariants of multidimensional time series based on their iterated-integral signature.


Install with:

pip install signature-invariants-py

pip install git+git://

Copyright © 2018 Joscha Diehl

Distributed under the Eclipse Public License.

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signature-invariants-py-0.1.1.tar.gz (4.4 kB view hashes)

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