Neural SDEs for Conditional Time Series Generation and the Signature-Wasserstein-1 metric.
Pere Díaz LozanoToni Lozano BagénJosep VivesPublished in: CoRR (2023)
Keyphrases
- network architecture
- bio inspired
- neural network
- multivariate time series
- distance measure
- generation process
- random field model
- distance metric
- non stationary
- generation method
- distance function
- random variables
- stock market
- dynamic time warping
- similarity metric
- data sets
- signature verification
- digital signature
- spiking neural networks