Code for Generative Time-series Modeling with Fourier Flows.
- Install with
pip:pip install -r requirements.txt
- Install with
conda:conda env create --file environment.yml
For requirements for the GPU-compatible installation, see comments in environment.yml.
The public datasets used in the paper are available at:
- For Experiment 1 (Section 5.1), run
ICLR 2021 - Experiment 1.ipynb. - For Experiment 2 (Section 5.2), run
run_experiment_2.py.
Please cite:
@inproceedings{alaa2020generative,
title={Generative Time-series Modeling with Fourier Flows},
author={Alaa, Ahmed and Chan, Alex James and van der Schaar, Mihaela},
booktitle={International Conference on Learning Representations},
year={2021}
}