Path Transformations

Pre-processing transformations applied to a raw path before computing its signature. These include time augmentation (appending the time coordinate) and the lead-lag transform, both of which enrich the information that a signature can capture.

• pysiglib.transform_path

Citation

If you found this library useful in your research, please consider citing the paper:

@article{shmelev2025pysiglib,
  title={pySigLib-Fast Signature-Based Computations on CPU and GPU},
  author={Shmelev, Daniil and Salvi, Cristopher},
  journal={arXiv preprint arXiv:2509.10613},
  year={2025}
}