Alternatives and similar repositories for generalised-signature-method:

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

• datasig-ac-uk / esig
  esig python package
  ☆44Updated last month
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆92Updated 6 months ago
• patrick-kidger / generalised_shapelets
  Code for "Generalised Interpretable Shapelets for Irregular Time Series"
  ☆56Updated last year
• kamilest / conformal-rnn
  Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
  ☆70Updated 3 months ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆74Updated last year
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆94Updated 4 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆24Updated last year
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆26Updated 2 weeks ago
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆266Updated last year
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆45Updated 3 years ago
• jambo6 / neuralRDEs
  Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
  ☆115Updated 3 years ago
• aangelopoulos / conformal-time-series
  Conformal prediction for time-series applications.
  ☆107Updated 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
• tgcsaba / seq2tens
  Seq2Tens: An efficient representation of sequences by low-rank tensor projections
  ☆28Updated last year
• boschresearch / Continuous-Recurrent-Units
  ☆60Updated last year
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆46Updated last year
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆44Updated this week
• Rose-STL-Lab / torchTS
  Time series forecasting with PyTorch
  ☆84Updated last week
• mzaffran / AdaptiveConformalPredictionsTimeSeries
  ☆54Updated 2 years ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆37Updated this week
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆53Updated 8 months ago
• hamrel-cxu / EnbPI
  Official code for: Conformal prediction interval for dynamic time-series (conference, ICML 21 Long Presentation) AND Conformal prediction…
  ☆106Updated last year
• haoyfan / SelfTime
  (Under Review)
  ☆66Updated 3 years ago
• passalis / dain
  Deep Adaptive Input Normalization for Time Series Forecasting
  ☆127Updated 3 years ago
• mlds-lab / interp-net
  Code for "Interpolation-Prediction Networks for Irregularly Sampled Time Series", ICLR 2019.
  ☆95Updated 6 months ago
• rajatsen91 / deepglo
  This repository contains code for the paper: https://arxiv.org/abs/1905.03806. It also contains scripts to reproduce the results in the p…
  ☆168Updated 4 years ago
• litanli / wavenet-time-series-forecasting
  ☆40Updated 10 months ago
• patrickzib / motiflets
  Motiflets
  ☆47Updated 3 months ago
• 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
• firmai / mtss-gan
  MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
  ☆93Updated 4 years ago