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A Brief Introduction to Path Signatures for Machine Learning Practitioners

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A Brief Introduction to Path Signatures

A Jupyter notebook which provides a brief introduction to path signatures for machine learning practitioners.

Requirements

The notebook (version 0.1.0) was originally implemented in Python 3.7, but has been updated in version 0.2.0 using Python 3.11 in this fork. The original repo and notebook was written by Peter Foster and can be found here.

The list of Python package dependencies is defined in requirements.txt. A typical process for installing the package dependencies involves creating a new Python virtual environment and then inside the environment executing:

pip install -r requirements.txt

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