Streams

Stateful classes for incremental signature and log-signature computation over growing or sliding paths. These support efficient push/pop operations and O(1) arbitrary interval queries via Chen’s identity.

• pysiglib.SigStream
• pysiglib.LogSigStream
• pysiglib.SigWindowStream
• pysiglib.LogSigWindowStream

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}
}