Fourier-flows

Code for Generative Time-series Modeling with Fourier Flows.

Installation

• 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.

Data

The public datasets used in the paper are available at:

• https://drive.google.com/drive/folders/1UILaMFnZpRUf_IhOIkxK2wzBjWBTB86G

Experiments

• For Experiment 1 (Section 5.1), run ICLR 2021 - Experiment 1.ipynb.
• For Experiment 2 (Section 5.2), run run_experiment_2.py.

Citing

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}
}