aleCombi/ChenSignatures.jl
A high-performance Julia library for computing path signatures, log-signatures (Lyndon basis), and free tensor algebra operations.
This tool helps researchers and practitioners analyze complex time-series data, like financial market movements or sensor readings, by transforming them into 'path signatures' or 'log-signatures'. These outputs simplify the underlying geometric structure of the data. It's designed for quantitative analysts, machine learning engineers working with sequential data, and mathematicians in stochastic analysis who need a robust way to represent and compare paths.
Use this if you need to extract robust, coordinate-free features from path-like data for tasks such as prediction, classification, or understanding complex time-evolving systems.
Not ideal if you are only working with simple, low-dimensional time series that don't require advanced geometric feature extraction or if you prefer a different mathematical representation of paths.
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Language
Julia
License
MIT
Category
Last pushed
Jan 04, 2026
Commits (30d)
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