Unconditional Time Series Generation on ETTh1
0.202C-FIDPaCoDi SDE (Cont.)
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| PaCoDi SDE (Cont.)Sequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.202 | 0.041 | 0.074 | 0.107 | |
| PaCoDi DDPM (Disc.)Sequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.215 | 0.049 | 0.087 | 0.112 | |
| DDPMSequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.556 | 0.042 | 0.138 | 0.116 | |
| TimeVAESequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.899 | 0.072 | 0.176 | 0.119 | |
| Diff-TSSequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.927 | 0.086 | 0.136 | 0.117 | |
| TimeGANSequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 15.771 | 1.44 | 0.438 | 0.161 |