pathsig.projections.words#

pathsig.projections.words(words, depth, path_dim, full_levels=())#

Projection selecting an explicit word set.

Parameters:

  • words (iterable of iterable of int) – Nested iterable of words.

  • depth (int) – Maximum word length (signature level) to include.

  • path_dim (int) – Path dimension (alphabet size).

  • full_levels (iterable of int) – (optional) Levels in \(\{1,2,\ldots,\mathrm{depth}\}\) to include in full in addition to the explicitly provided words.

Returns:

Projection object to be used with pathsig.Signature and pathsig.LogSignature.

Return type:

Projection

Notes

Words are specified as integer sequences over the 0-based alphabet \(\{0,\ldots,\texttt{path\_dim}-1\}\). Only words of length at most depth are included. The input iterable must be ordered by non-decreasing word length.

Examples

import pathsig

proj = pathsig.projections.words(
    words=[(2, 3), (3, 2), (2, 3, 3), (3, 2, 3), (2, 3, 2)],
    depth=3,
    path_dim=4,
    full_levels=(1,),
)
sig_size = proj.sig_size  # output feature dimension