arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2112.08060cs.LGcs.CVstat.ML

利用基于图像的生成对抗网络进行时间序列生成

Leveraging Image-based Generative Adversarial Networks for Time Series Generation

Humboldt University of Berlin(柏林洪堡大学)

Justin Hellermann, Stefan Lessmann

AI总结:

本文提出扩展跨期回报图(XIRP)作为时间序列的二维图像表示,利用WGAN-GP生成合成数据,在预测能力上显著优于基于RNN的生成模型,并引入改进的随机反演提升模拟质量。

摘要:

图像生成模型因其能够从复杂数据分布中生成逼真样本的能力,在计算机视觉和自然语言处理领域受到了广泛关注。为了将基于图像的生成模型的进展应用于时间序列领域,我们提出了一种用于时间序列的二维图像表示方法,即扩展跨期回报图(XIRP)。我们的方法以尺度不变且可逆的方式捕捉跨期时间序列动态,从而减少训练时间并提高样本质量。我们将通过现成的带梯度惩罚的Wasserstein生成对抗网络(WGAN-GP)获得的合成XIRP与其他图像表示和模型在相似性和预测能力指标上进行了基准比较。我们新颖且经过验证的时间序列图像表示在预测能力方面始终且显著优于最先进的基于RNN的生成模型。此外,我们引入了一种改进的随机反演方法,无论表示方式如何,都能大幅提高模拟质量,并为在其他领域的迁移潜力提供了前景。

英文摘要:

Generative models for images have gained significant attention in computer vision and natural language processing due to their ability to generate realistic samples from complex data distributions. To leverage the advances of image-based generative models for the time series domain, we propose a two-dimensional image representation for time series, the Extended Intertemporal Return Plot (XIRP). Our approach captures the intertemporal time series dynamics in a scale-invariant and invertible way, reducing training time and improving sample quality. We benchmark synthetic XIRPs obtained by an off-the-shelf Wasserstein GAN with gradient penalty (WGAN-GP) to other image representations and models regarding similarity and predictive ability metrics. Our novel, validated image representation for time series consistently and significantly outperforms a state-of-the-art RNN-based generative model regarding predictive ability. Further, we introduce an improved stochastic inversion to substantially improve simulation quality regardless of the representation and provide the prospect of transfer potentials in other domains.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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