Generate the multivariate sequences

[hanli997]

Thank you for your excellent work and for sharing the codebase. I have two questions regarding the paper: 1.I am interested in generating multivariate sequences. In the paper, you mentioned that “TSDiff can be modified to handle multivariate time series by incorporating additional layers, e.g., a transformer layer, operating across the feature dimensions after the S4 layer.” Could you please provide further explanation on how to implement this? 2.Is the format of the synthetic data the same as the original data? For instance, in TimeGAN, the original sequences are divided into multiple idd segments, and the synthetic data generated is also in multiple segments, rather than a complete time series. Please excuse any ignorance on my part; I am eager to learn more about your work.