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
  ☆55Updated 4 years ago
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆30Updated 2 years ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆50Updated 2 years ago
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆47Updated 5 years ago
• jambo6 / online-neural-cdes
  Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"
  ☆39Updated 3 years ago
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆101Updated 5 years ago
• ahmedmalaa / Fourier-flows
  ☆18Updated 3 years ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆57Updated last month
• crisbodnar / ndp
  Official code for the ICLR 2021 paper Neural ODE Processes
  ☆75Updated 3 years ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆37Updated 4 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆98Updated last year
• kamilest / conformal-rnn
  Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
  ☆77Updated last year
• 000Justin000 / torchdiffeq
  Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
  ☆63Updated 4 years ago
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆80Updated 2 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated 2 years ago
• datasig-ac-uk / esig
  esig python package
  ☆50Updated last year
• jambo6 / neuralRDEs
  Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
  ☆121Updated 4 years ago
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆65Updated 2 years ago
• causalens / cdml-neurips2020
  This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop a…
  ☆62Updated last year
• babylonhealth / neuralTPPs
  ☆33Updated 2 years ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆114Updated last month
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆73Updated 3 years ago
• mlech26l / ode-lstms
  Code repository of the paper Learning Long-Term Dependencies in Irregularly-Sampled Time Series
  ☆119Updated 2 years ago
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆37Updated 11 months ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆52Updated 2 months ago
• cgarciae / quantile-regression
  ☆22Updated 4 years ago
• amzn / orthogonal-additive-gaussian-processes
  Light-weighted code for Orthogonal Additive Gaussian Processes
  ☆43Updated last year
• xwinxu / bayeSDE
  Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"
  ☆171Updated 3 years ago
• AaltoML / scalable-inference-in-sdes
  Methods and experiments for assumed density SDE approximations
  ☆12Updated 3 years ago