Repositories list

• RoughPy

  Public
  Toolbox for working with streaming data as rough paths in Python

  C++

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  BSD 3-Clause "New" or "Revised" License

  •6•44•26•5•Updated Dec 8, 2025Dec 8, 2025

• libalgebra-lite

  Public
  C++

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  MIT License

  •0•2•0•0•Updated Aug 1, 2025Aug 1, 2025

• signatory

  Public
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

  C++

  •

  Apache License 2.0

  •35•4•0•0•Updated Jun 3, 2025Jun 3, 2025

• PyRecombine

  Public
  C++

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  BSD 3-Clause "New" or "Revised" License

  •0•0•1•0•Updated Apr 15, 2025Apr 15, 2025

• signature_applications

  Public
  Example applications of path signatures

  hut23hut23-171hut23-953+ 3hut23-457hut23-1132hut23-1376

  Jupyter Notebook

  •9•41•6•2•Updated Apr 4, 2025Apr 4, 2025

• Sepsis_Label_Extraction

  Public
  Jupyter Notebook

  •

  MIT License

  •0•0•0•0•Updated Mar 13, 2025Mar 13, 2025

• nlpsig

  Public
  Package for constructing paths of embeddings obtained from transformers.

  pythonnlpnatural-language-processing+ 8deep-learningtransformerstransformerhut23large-language-modelsllmshut23-1132+ 1

  Python

  •

  BSD 3-Clause "New" or "Revised" License

  •0•5•5•2•Updated Mar 3, 2025Mar 3, 2025

• PSFDataset

  Public
  Implementation of the Path-signature-featuremethodology for creating datasets for human action recognition from landmark data.

  Python

  •

  Apache License 2.0

  •6•0•0•0•Updated Feb 13, 2025Feb 13, 2025

• diffrax

  Public
  Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/

  Python

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  Apache License 2.0

  •164•0•0•0•Updated Feb 10, 2025Feb 10, 2025

• esig

  Public
  esig python package

  hut23hut23-171

  Python

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  GNU General Public License v3.0

  •4•50•12•0•Updated Dec 17, 2024Dec 17, 2024

• signature_mahalanobis_knn

  Public
  Methodology for anomaly detection on multivariate streams using path signatures and the variance norm.

  machine-learningtime-seriesanomaly-detection+ 6anomaly-detection-algorithmrough-pathspath-signaturetime-series-anomaly-detectionhut23-1132hut23-1376

  Jupyter Notebook

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  MIT License

  •3•9•1•0•Updated Dec 9, 2024Dec 9, 2024

• Recombine

  Public
  A shared C++ library for dynamic Caratheodory data simplification - has a robust and stable C interface

  C++

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  BSD 3-Clause "New" or "Revised" License

  •0•0•0•0•Updated Oct 18, 2024Oct 18, 2024

• pysegments

  Public
  C++

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  MIT License

  •2•3•0•0•Updated Jul 3, 2024Jul 3, 2024

• SigNova

  Public
  Python

  •2•3•0•0•Updated May 14, 2024May 14, 2024

• DatasetLoader

  Public
  A utility project to provide a convenient and consistent access to various datasets.

  Python

  •

  Apache License 2.0

  •2•0•0•0•Updated May 3, 2024May 3, 2024

• path_signatures_introduction

  Public
  A Brief Introduction to Path Signatures for Machine Learning Practitioners

  Jupyter Notebook

  •

  MIT License

  •15•1•0•0•Updated Oct 10, 2023Oct 10, 2023

• torchcde

  Public
  Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.

  Python

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  Apache License 2.0

  •48•0•0•0•Updated Jul 31, 2023Jul 31, 2023