diehlj's repositories
iterated-sums-signature-py
An (inefficient) implementation of the iterated-sums signature <https://arxiv.org/abs/1906.05823>.
hopf-algebra
A small library implementing Hopf Algebras in clojure.
signature-invariants-py
Implements the invariants of the paper Diehl / Reizenstein - Invariants of multidimensional time series based on their iterated-integral signature.
linear-combination-py
A small library implementing linear combinations of "stuff".
Language:ShaderLab000
signature-invariants
Methods to calculate invariants of the iterated-integrals signature.
word-algebras-sage
A small library to compute in the (nilpotent) concatenation and shuffle word algebras. Very much work in progress.
tropical-time-series
Accompanying code for https://arxiv.org/abs/2009.08443