Time Series Generation Python Packages

time-causal-vae

Time-causal financial generative models: refactored TC-VAE baselines with causal VQ/RVQ tokenizers, token priors, S&P500/VIX, Hawkes/SVMHJD, multi-dimensional benchmarks, and path-risk diagnostics.

timevqvae

Vector-quantized time-series generation with a bidirectional prior model.