用监督机制提升GAN生成时间序列的稳定性与质量。
ChronoGAN: Supervised and Embedded Generative Adversarial Networks for Time Series Generation
- 结合自编码器嵌入空间与GAN对抗训练,优化生成过程。
- 在多个数据集上生成效果优于现有方法,长短期序列均表现稳定。
- 适合需要高质量时序数据生成的研究者,如金融、医疗建模。
使用生成对抗网络(GAN)生成时间序列数据面临收敛慢、嵌入空间信息丢失、训练不稳定及序列长度依赖性能波动等挑战。本文提出一种鲁棒框架,融合自编码器生成的嵌入空间与GAN的对抗训练机制。该框架采用基于时间序列的损失函数,并引入监督网络,有效捕捉数据的逐步条件分布。生成器在隐空间中运作,判别器则基于特征空间提供关键反馈。此外,我们设计了早期生成算法和改进的神经网络结构,显著提升训练稳定性,并确保在短时序与长时序数据上的良好泛化能力。联合训练下,本框架在多种真实与合成数据集上持续超越现有基准,生成高质量时间序列数据。
原文摘要 · Abstract (English)
Generating time series data using Generative Adversarial Networks (GANs) presents several prevalent challenges, such as slow convergence, information loss in embedding spaces, instability, and performance variability depending on the series length. To tackle these obstacles, we introduce a robust framework aimed at addressing and mitigating these issues effectively. This advanced framework integrates the benefits of an Autoencoder-generated embedding space with the adversarial training dynamics of GANs. This framework benefits from a time series-based loss function and oversight from a supervisory network, both of which capture the stepwise conditional distributions of the data effectively. The generator functions within the latent space, while the discriminator offers essential feedback based on the feature space. Moreover, we introduce an early generation algorithm and an improved neural network architecture to enhance stability and ensure effective generalization across both short and long time series. Through joint training, our framework consistently outperforms existing benchmarks, generating high-quality time series data across a range of real and synthetic datasets with diverse characteristics.
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