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The authors' official PyTorch SigWGAN implementation

This repository is the official implementation of [Sig-Wasserstein GANs for Time Series Generation]

Authors: Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao

Paper Link: Sig-Wasserstein GANs for Time Series Generation

Requirements

To setup the conda environment:

conda env create -f requirements.yml

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