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PCF-GAN: generating sequential data via the characteristic function of measures on the path space

NeurIPS 2023 · Time series › Causal and generative time series · approach: State-space and latent dynamics forecasting · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use PCF-GAN instead of best baseline (RGAN)time series generation · RVdiscriminative score: .0271 -> .0108Helped
use PCF-GAN instead of best baseline (RGAN)time series generation · Stockdiscriminative score: .1283 -> .0784Helped
use PCF-GAN instead of TimeGANtime series generation · Airdiscriminative score: .3460 -> .2326Helped
use PCF-GAN instead of TimeGANtime series generation · EEGdiscriminative score: .4771 -> .3660Helped
use PCF-GAN instead of best baselinetime series generation · EEGpredictive score: .0304 -> .0246Helped
use PCF-GAN instead of RGANtime series generation · RVpredictive score: .0393 -> .0390No clear effect
use PCF-GAN instead of COT-GANtime series generation · EEGSig-MMD: .0102 -> .0180Hurt
use PCF-GAN instead of TimeGANtime series generation · RVSig-MMD: .0027 -> .0024Helped
use PCF-GAN autoencoder instead of TimeGAN for reconstructionreconstruction · RVSig-MMD: 3.308 -> .0960Helped
use PCF-GAN autoencoder instead of TimeGAN for reconstructionreconstruction · StockSig-MMD: .7587 -> .0078Helped
use PCF-GAN autoencoder instead of TimeGAN for reconstructionreconstruction · Stockpredictive score: .1180 -> .0127Helped
use PCF-GAN autoencoder instead of TimeGAN for reconstructionreconstruction · EEGdiscriminative score: .5000 -> .4959Helped

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