Alternatives and similar repositories for path_signatures_introduction

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

• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆40Updated 4 months ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 7 months ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆53Updated 6 months ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆27Updated 2 years ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆106Updated 2 months 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
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆64Updated 2 years ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆107Updated 2 weeks ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆48Updated last year
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆94Updated last year
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆37Updated 4 years ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆79Updated 2 months ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆51Updated 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
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆153Updated 5 months ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• aangelopoulos / conformal-time-series
  Conformal prediction for time-series applications.
  ☆117Updated last year
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆55Updated last year
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• helange23 / from_fourier_to_koopman
  Linear and non-linear spectral forecasting algorithms
  ☆137Updated 4 years ago
• AlexTMallen / koopman-forecasting
  Long-term probabilistic forecasting of quasiperiodic phenomena using Koopman theory
  ☆35Updated 3 years ago
• datasig-ac-uk / RoughPy
  Toolbox for working with streaming data as rough paths in Python
  ☆38Updated this week
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆31Updated 6 months ago
• vincentblot28 / conformalized_gp
  ☆48Updated 6 months ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆43Updated 6 months ago
• tee-lab / PyDaddy
  Python package to discover stochastic differential equations from time series data
  ☆97Updated 6 months ago
• cgarciae / quantile-regression
  ☆22Updated 3 years ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 3 years ago