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Fourier Diffusion #1

Merged
merged 10 commits into from
Dec 1, 2023
Merged

Fourier Diffusion #1

merged 10 commits into from
Dec 1, 2023

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JonathanCrabbe
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@JonathanCrabbe JonathanCrabbe commented Nov 30, 2023

This PR adds the following features:

  1. DFT and inverse DFT by only considering principal parts of the frequency representation of time series.
  2. Possibility to apply the DFT to the training and validation set via a fourier_transform flag.
  3. Computation of Wasserstein metrics in the time and frequency domain.
  4. Unit tests for 1 & 2.

@JonathanCrabbe JonathanCrabbe changed the title Add empty fourier script Fourier Diffusion Nov 30, 2023
@JonathanCrabbe JonathanCrabbe added the enhancement New feature or request label Nov 30, 2023
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@nicolashuynh nicolashuynh left a comment

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Excellent

@nicolashuynh nicolashuynh merged commit 252e2a0 into main Dec 1, 2023
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2 participants