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v0.4.0

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@aleCombi aleCombi released this 07 Dec 20:35
· 1 commit to master since this release
d994aa6

ChenSignatures v0.4.0

Diff since v0.3.1

This release introduces standard path preprocessing techniques essential for robust signature applications in machine learning.
It is considered breaking as it is a new version.

New Features

  • Time Augmentation: Added time_augment(path) to append a monotone time coordinate (ensures uniqueness of the signature).
  • Lead–Lag Transform: Added lead_lag(path) to convert linear paths into axis-parallel paths (captures quadratic variation and removes tree-like equivalence issues).
  • Convenience Wrappers: New shorthand functions to augment and compute in one step:
    • sig_time / logsig_time
    • sig_leadlag / logsig_leadlag

Python Wrapper (chen)

  • Exposed all new augmentation functions (time_augment, lead_lag) and their signature wrappers to the Python API.

Merged pull requests:

  • Add path augmentation helpers and bump to 0.4.0 (#44) (@aleCombi)