arXiv:2508.21340cs.LGcs.AI2025-08被引 2

DLGAN通过分层生成,更好还原时间序列的时序依赖与特征。

DLGAN : Time Series Synthesis Based on Dual-Layer Generative Adversarial Networks

  • 分两阶段生成:先提取特征,再重建序列,确保时序结构
  • 在4个公开数据集上超越现有方法,时序依赖还原更准确
  • 适合需要高保真时间序列合成的隐私保护场景

时间序列合成是保障时间序列数据安全流通的有效手段。现有方法通常基于随机序列进行时序建模生成目标序列,难以保证生成序列的时序依赖关系;且直接在随机序列上建模时序特征,难以准确捕捉原始序列的特征信息。为此,我们提出一种简单而有效的生成模型——双层生成对抗网络(Dual-Layer Generative Adversarial Networks, DLGAN)。该模型将时间序列生成过程分解为两个阶段:序列特征提取与序列重建。首先,这两个阶段构成一个完整的时间序列自编码器,通过对原始序列进行监督学习,确保重建过程能恢复序列的时序依赖。其次,利用生成对抗网络(GAN)生成与真实序列特征向量对齐的合成特征向量,使生成器能够从真实时间序列中捕捉时序特征。在四个公开数据集上的大量实验表明,该模型在多种评估指标上均表现优异。

原文摘要 · Abstract (English)

Time series synthesis is an effective approach to ensuring the secure circulation of time series data. Existing time series synthesis methods typically perform temporal modeling based on random sequences to generate target sequences, which often struggle to ensure the temporal dependencies in the generated time series. Additionally, directly modeling temporal features on random sequences makes it challenging to accurately capture the feature information of the original time series. To address the above issues, we propose a simple but effective generative model \textbf{D}ual-\textbf{L}ayer \textbf{G}enerative \textbf{A}dversarial \textbf{N}etworks, named \textbf{DLGAN}. The model decomposes the time series generation process into two stages: sequence feature extraction and sequence reconstruction. First, these two stages form a complete time series autoencoder, enabling supervised learning on the original time series to ensure that the reconstruction process can restore the temporal dependencies of the sequence. Second, a Generative Adversarial Network (GAN) is used to generate synthetic feature vectors that align with the real-time sequence feature vectors, ensuring that the generator can capture the temporal features from real time series. Extensive experiments on four public datasets demonstrate the superiority of this model across various evaluation metrics.

时间序列生成生成对抗网络时序建模

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