signature-invariants

Implements the invariants of the paper Diehl / Reizenstein - Invariants of multidimensional time series based on their iterated-integral signature.

Installation

Install with:

pip install signature-invariants-py

or::

pip install git+git://github.com/diehlj/signature-invariants-py

Copyright © 2018 Joscha Diehl

Distributed under the Eclipse Public License.