Presents SE-WaveNet with weight-tied dilated convolutions plus wavelet and spectral components that reproduces empirical scaling collapse on financial returns while using L times fewer convolutional parameters.
The use of fast Fourier transform for the estimation of power spectra,
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Scale-Equivariant Generative Forecasting: Weight-Tied Dilated Convolutions, Wavelet Scattering Inputs, and Spectral-Consistency Training for Self-Similar Time Series
Presents SE-WaveNet with weight-tied dilated convolutions plus wavelet and spectral components that reproduces empirical scaling collapse on financial returns while using L times fewer convolutional parameters.