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SigFormer dataset
The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging -
Electricity, coal, gas, and fuel prices dataset
Electricity, coal, gas, and fuel prices dataset for testing deep hedging strategies -
Commodity prices dataset
Commodity prices dataset for testing state-of-the-art generative methods -
PhysioNet Challenges 2012
A collection of multivariate time series with missing observations. -
Time series dataset
The dataset used in the paper is a time series dataset with autoregressive case where X i = Yi−1 or X i = (Yi−1,..., Yi−p). -
Markov Chain Data
The dataset is generated as random-walks on a graph with three nodes. At each time step, a signal is emitted as a random vector sampled from a 15-dimensional multivariate normal... -
UCI PEMS-SF
A multivariate time-series dataset that consists of hourly occupancy rates of lanes in San Francisco. -
UEA Archive
The UEA archive is a collection of multivariate time series datasets where classification is of importance. -
UCR Archive
The UCR archive is a collection of univariate time series datasets where classification is of importance. -
Exchange-Rate
The collection of the daily exchange rates of eight foreign countries including Australia, British, Canada, Switzerland, China, Japan, New Zealand and Singapore ranging from... -
Electricity5
The electricity consumption in kWh was recorded every 15 minutes from 2012 to 2014, for n = 321 clients. -
Solar-Energy4
The solar power production records in the year of 2006, which is sampled every 10 minutes from 137 PV plants in Alabama State. -
Synthetic Time Series Dataset
A synthetic univariate time series dataset created using a unique synthetic time series generator algorithm -
Mixture of gaussians
The dataset used in the paper is a mixture of gaussians. -
Mixture of gaussians, MNIST digits, and UCI HAR dataset
The dataset used in the paper is a mixture of gaussians, MNIST digits, and UCI HAR dataset. -
UCR Time Series Archive
UCR Time Series Archive is a collection of time series datasets from various domains. It is used for training and testing deep neural networks for time series classification tasks. -
Long Short Term Memory Networks for Anomaly Detection in Time Series
Long Short Term Memory Networks for Anomaly Detection in Time Series -
VELC: A New Variational AutoEncoder Based Model for Time Series Anomaly Detec...
Time series anomaly detection method based on VAE with re-Encoder and latent constraint network