Alternatives and similar repositories for generalised-signature-method:

Users that are interested in generalised-signature-method are comparing it to the libraries listed below

• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆93Updated 7 months ago
• datasig-ac-uk / esig
  esig python package
  ☆47Updated 3 months ago
• kamilest / conformal-rnn
  Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
  ☆73Updated 4 months ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆74Updated last year
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆48Updated 2 years ago
• mzaffran / AdaptiveConformalPredictionsTimeSeries
  ☆59Updated 2 years ago
• hamrel-cxu / EnbPI
  Official code for: Conformal prediction interval for dynamic time-series (conference, ICML 21 Long Presentation) AND Conformal prediction…
  ☆110Updated last year
• patrick-kidger / generalised_shapelets
  Code for "Generalised Interpretable Shapelets for Irregular Time Series"
  ☆57Updated last year
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆267Updated last year
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆44Updated last month
• aangelopoulos / conformal-time-series
  Conformal prediction for time-series applications.
  ☆109Updated last year
• tgcsaba / seq2tens
  Seq2Tens: An efficient representation of sequences by low-rank tensor projections
  ☆28Updated last year
• haoyfan / SelfTime
  (Under Review)
  ☆67Updated 3 years ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆46Updated last year
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆77Updated last year
• microprediction / m6
  M6-Forecasting competition
  ☆41Updated last year
• yantijin / ScoreGradPred
  Code for *ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models*
  ☆83Updated last month
• firmai / mtss-gan
  MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
  ☆93Updated 4 years ago
• pratham16cse / AggForecaster
  Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022
  ☆18Updated 2 years ago
• salesforce / online_conformal
  Methods for online conformal prediction.
  ☆109Updated last month
• jambo6 / neuralRDEs
  Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
  ☆116Updated 3 years ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆38Updated 3 weeks ago
• sanatonek / time_series_explainability
  ☆59Updated 4 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆40Updated 2 months ago
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆28Updated last month
• hamrel-cxu / MultiDimSPCI
  Official implementation of "Conformal prediction for multi-dimensional time series by ellipsoidal sets" (ICML 2024 spotlight)
  ☆16Updated 8 months ago
• mbohlkeschneider / gluon-ts
  GluonTS - Probabilistic Time Series Modeling in Python
  ☆51Updated 3 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆48Updated 3 years ago
• StatMixedML / DGBM
  Distributional Gradient Boosting Machines
  ☆26Updated 2 years ago