Unconditional Time Series Generation on Stocks
0.063Prediction ScoreTimeGAN
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| TimeGANSequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.063 | 2.989 | 0.355 | 0.342 | |
| Diffwave2026.05 | 0.047 | 0.232 | 0.03 | 0.232 | |
| Cot-GAN2026.05 | 0.047 | 0.408 | 0.087 | 0.23 | |
| DDPMSequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.042 | 0.636 | 0.011 | 0.195 | |
| TimeVAE2026.05 | 0.039 | 0.215 | 0.095 | 0.145 | |
| PaCoDi DDPM (Disc.)Sequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.038 | 0.209 | 0.008 | 0.061 | |
| TimeVAESequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.038 | 0.343 | 0.087 | 0.129 | |
| DiffTime2026.05 | 0.038 | 0.236 | 0.006 | 0.107 | |
| TimeGAN2026.05 | 0.038 | 0.105 | 0.063 | 0.102 | |
| RNN-AR2026.05 | 0.038 | — | — | 0.226 | |
| PaCoDi SDE (Cont.)Sequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.037 | 0.272 | 0.011 | 0.066 | |
| Diff-TSSequence Horizon=Average across L ∈ {24, 64, 128, 256}2026.02 | 0.037 | 0.436 | 0.013 | 0.106 | |
| PrismFlow2026.05 | 0.037 | 0.027 | 0.007 | 0.03 | |
| SMF2026.05 | 0.037 | 0.023 | 0.01 | 0.027 | |
| Diffusion-TS2026.05 | 0.037 | 0.208 | 0.013 | 0.086 | |
| Original2026.05 | 0.036 | — | — | — |