rough-paths

There are 9 repositories under rough-paths topic.

patrick-kidger/NeuralCDE
Code for "Neural Controlled Differential Equations for Irregular Time Series" (Neurips 2020 Spotlight)
Language:Python595 20 868
patrick-kidger/signatory
Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
Language:C++253 12 3134
jambo6/neuralRDEs
Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
Language:Jupyter Notebook114 4 214
patrick-kidger/Deep-Signature-Transforms
Code for "Deep Signature Transforms" (NeurIPS 2019)
Language:Jupyter Notebook85 10 120
datasig-ac-uk/signature_mahalanobis_knn
Methodology for anomaly detection on multivariate streams using path signatures and the variance norm.
Language:Jupyter Notebook7 0 93
zhy0/signature-visualizer
Compute rough path signature of a drawn path
Language:JavaScript7 2 00
remigenet/SigKAN
Language:Python5 2 02
sarthak268/Rough_Paths_Assignment
An elementary level assignment for Visualization of Rough Paths using Python.
Language:Python2
tobna/DeepRoughPaths
A library for numeric calculation of everything rough paths and RDEs.
Language:Python1 1 00