PolarFormer

Time series generation with Polar VQ-VAE and Transformer.

Install

pip install -r requirements.txt

Train

Step 1: Train VQ-VAE

python train_vqvae.py stock

Step 2: Train AR Transformer

python train_ar.py stock

Step 3: Generate samples

python sample_unified.py --dataset stock --generator_ckpt log/unified_polar_stock/version_X/checkpoints/best_ds-xxx.ckpt

Evaluate

python eval.py stock

Contact

kerwin19975906776@outlook.com