论文标题

GT-GAN:具有生成对抗网络的通用时间序列综合

GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks

论文作者

Jeon, Jinsung, Kim, Jeonghak, Song, Haryong, Cho, Seunghyeon, Park, Noseong

论文摘要

时间序列合成是深度学习领域的重要研究主题,可用于数据增强。时间序列数据类型可以广泛地分类为常规或不规则。但是,没有现有的生成模型可以显示出两种类型的良好性能,而没有任何模型更改。因此,我们提出了能够综合常规和不规则时间序列数据的通用模型。据我们所知,我们是第一个设计通用时间序列综合模型的人,该模型是时间序列综合的最具挑战性的设置之一。为此,我们设计了一种基于生成的对抗网络的方法,其中许多相关的技术仔细集成到单个框架中,从神经普通/受控微分方程到连续的时流过程。我们的方法的表现优于所有现有方法。

Time series synthesis is an important research topic in the field of deep learning, which can be used for data augmentation. Time series data types can be broadly classified into regular or irregular. However, there are no existing generative models that show good performance for both types without any model changes. Therefore, we present a general purpose model capable of synthesizing regular and irregular time series data. To our knowledge, we are the first designing a general purpose time series synthesis model, which is one of the most challenging settings for time series synthesis. To this end, we design a generative adversarial network-based method, where many related techniques are carefully integrated into a single framework, ranging from neural ordinary/controlled differential equations to continuous time-flow processes. Our method outperforms all existing methods.

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