Library APIΒΆ

For quick reference these are a list of all provided functions, grouped by which reference page they are on.

Signatures

signatory.signature

Applies the signature transform to a stream of data.

signatory.Signature

torch.nn.Module wrapper around the signatory.signature() function.

signatory.signature_channels

Computes the number of output channels from a signature call.

signatory.extract_signature_term

Extracts a particular term from a signature.

signatory.signature_combine

Combines two signatures into a single signature.

signatory.multi_signature_combine

Combines multiple signatures into a single signature.

Logsignatures

signatory.logsignature

Applies the logsignature transform to a stream of data.

signatory.LogSignature

torch.nn.Module wrapper around the signatory.logsignature() function.

signatory.logsignature_channels

Computes the number of output channels from a logsignature call with mode in ("words", "brackets").

signatory.signature_to_logsignature

Calculates the logsignature corresponding to a signature.

signatory.SignatureToLogSignature

torch.nn.Module wrapper around the signatory.signature_to_logsignature() function.

Path

signatory.Path

Calculates signatures and logsignatures on intervals of an input path.

Signature inversion

signatory.invert_signature

Invert the signature with the insertion algorithm: reconstruct a stream of data given its signature.

Utilities

signatory.Augment

Augmenting a stream of data before feeding it into a signature is often useful; the hope is to obtain higher-order information in the signature.

signatory.all_words

Computes the collection of all words up to length depth in an alphabet of size channels.

signatory.lyndon_words

Computes the collection of all Lyndon words up to length depth in an alphabet of size channels.

signatory.lyndon_brackets

Computes the collection of all Lyndon words, in their standard bracketing, up to length depth in an alphabet of size channels.