Alternatives and similar repositories for signature_applications

Users that are interested in signature_applications are comparing it to the libraries listed below

• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆50Updated 4 years ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆48Updated 4 years ago
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆27Updated last year
• kamilest / conformal-rnn
  Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
  ☆74Updated 8 months ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆55Updated last year
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆98Updated 5 years ago
• jambo6 / online-neural-cdes
  Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"
  ☆38Updated 2 years ago
• Tom-Ryder / VIforSDEs
  A variational method for fast, approximate inference for stochastic differential equations.
  ☆44Updated 7 years ago
• amzn / orthogonal-additive-gaussian-processes
  Light-weighted code for Orthogonal Additive Gaussian Processes
  ☆42Updated 11 months ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆79Updated last year
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 6 months ago
• 000Justin000 / torchdiffeq
  Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
  ☆60Updated 4 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆94Updated 11 months ago
• tgcsaba / seq2tens
  Seq2Tens: An efficient representation of sequences by low-rank tensor projections
  ☆30Updated last year
• crisbodnar / ndp
  Official code for the ICLR 2021 paper Neural ODE Processes
  ☆72Updated 3 years ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 2 years ago
• jambo6 / neuralRDEs
  Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
  ☆118Updated 4 years ago
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆64Updated 2 years ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆48Updated last year
• ahmedmalaa / Fourier-flows
  ☆18Updated 3 years ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆106Updated last month
• patrick-kidger / generalised_shapelets
  Code for "Generalised Interpretable Shapelets for Irregular Time Series"
  ☆57Updated 2 years ago
• sremes / nssm-gp
  Non-stationary spectral mixture kernels implemented in GPflow
  ☆28Updated 6 years ago
• sremes / nonstationary-spectral-kernels
  Implementation for Non-stationary Spectral Kernels (NIPS 2017)
  ☆20Updated 5 years ago
• gpapamak / snl
  Sequential Neural Likelihood
  ☆40Updated 5 years ago
• FelixOpolka / Deep-Gaussian-Process
  🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0
  ☆26Updated last year
• KurochkinAlexey / Recurrent-neural-processes
  Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf
  ☆22Updated 5 years ago