Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Year of publication: |
2023
|
---|---|
Authors: | Díaz Lozano, Pere ; Lozano Bagén, Toni ; Vives, Josep |
Subject: | conditional generative modeling | neural networks | expected signature | rough path theory | Wasserstein generative adversarial networks | neural stochastic differential equations | Neuronale Netze | Neural networks | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
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