[official] PyTorch implementation of TimeVQVAE from the paper ["Vector Quantized Time Series Generation with a Bidirectional Prior Model", AISTATS 2023]
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Updated
May 10, 2024 - Jupyter Notebook
[official] PyTorch implementation of TimeVQVAE from the paper ["Vector Quantized Time Series Generation with a Bidirectional Prior Model", AISTATS 2023]
Synthetic financial time series generation with regime clustering
A novel approach, named SamplerGAN, for generating high-quality labeled data
This is the code related to my MSc thesis at the Norwegian University of Science and Technology (NTNU). The MSc program is Electronic system design and innovation with a specialization in signal processing. The goal of this thesis is to explore and compare the state of the art solution to more traditional models for time series generation.
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