Generation and evaluation of synthetic time series datasets (also, augmentations, visualizations, a collection of popular datasets)

[official] PyTorch implementation of TimeVQVAE from the paper ["Vector Quantized Time Series Generation with a Bidirectional Prior Model", AISTATS 2023]

Synthetic financial time series generation with regime clustering

📈Synthetic financial time series generation with regime clustering📈

Research Project on synthetic time-series generation