Engineering Alpha

Engineering Alpha

The Signature Transform: A Practical Introduction for Time Series

Introduction to a Different Time Series Concept

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Feb 25, 2026
∙ Paid

Time series data is everywhere. Stock prices. Sensor readings. Website traffic. Heart rate signals. Weather measurements.

The common thread? Order matters.

Most traditional models treat time series as sequences of numbers sampled at fixed intervals. We feed lagged values into ARIMA, LSTMs, or gradient boosting and hope the model captures temporal structur…

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