Unconditional Time Series Generation on Stocks L=24 (test)
0.232Discrimination Score (DS)DiffWave
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| DiffWaveSequence Length (L)=242026.05 | 0.232 | 0.047 | 0.232 | |
| COT-GANSequence Length (L)=242026.05 | 0.23 | 0.047 | 0.408 | |
| TimeVAESequence Length (L)=242026.05 | 0.145 | 0.039 | 0.215 | |
| TimeGANSequence Length (L)=242026.05 | 0.102 | 0.038 | 0.103 | |
| DiffTimeSequence Length (L)=242026.05 | 0.097 | 0.038 | 0.236 | |
| Diff-TSSequence Length (L)=242026.05 | 0.067 | 0.036 | 0.147 | |
| SDformer-mSequence Length (L)=242026.05 | 0.02 | 0.037 | 0.034 | |
| FlowTSSequence Length (L)=242026.05 | 0.019 | 0.036 | 0.015 | |
| SDformer-arSequence Length (L)=242026.05 | 0.01 | 0.037 | 0.002 | |
| SDFlowSequence Length (L)=242026.05 | 0.003 | 0.036 | 0.001 |