Unofficial implementation of TimeGAN (Yoon et al., NIPS 2019) in PyTorch.
Jinsung Yoon, Daniel Jarrett, Mihaela van der Schaar, "Time-series Generative Adversarial Networks," Neural Information Processing Systems (NeurIPS), 2019
https://papers.nips.cc/paper/8789-time-series-generative-adversarial-networks
Original TimeGAN codebase: https://github.com/jsyoon0823/TimeGAN.git
- Stock data: https://finance.yahoo.com/quote/GOOG/history?p=GOOG
- Energy data: http://archive.ics.uci.edu/ml/datasets/Appliances+energy+prediction
The model was trained on the data set "stock_data.csv" (Yoon et al., NIPS 2019).
