GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks
Abstract
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.
Cite
Text
Jeon et al. "GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks." Neural Information Processing Systems, 2022.Markdown
[Jeon et al. "GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks." Neural Information Processing Systems, 2022.](https://mlanthology.org/neurips/2022/jeon2022neurips-gtgan/)BibTeX
@inproceedings{jeon2022neurips-gtgan,
title = {{GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks}},
author = {Jeon, Jinsung and Kim, Jeonghak and Song, Haryong and Cho, Seunghyeon and Park, Noseong},
booktitle = {Neural Information Processing Systems},
year = {2022},
url = {https://mlanthology.org/neurips/2022/jeon2022neurips-gtgan/}
}