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Time Series Reconstruction on Stock daily historical data (test)

0.4943Discriminative ScoreTimeGAN (R)
0.3110520.3586260.40620.453774May 21, 2023

Evaluation results

MethodLinks
TimeGAN (R)mode=reconstruction2023.050.49430.1180.7587
PCF-GAN(R)mode=reconstruction2023.050.31810.01270.0078