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arXiv 2501.01649cs.LGcs.AI
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AVATAR:用于时间序列生成的对抗自编码器与自回归精炼框架

AVATAR: Adversarial Autoencoders with Autoregressive Refinement for Time Series Generation

Utah State University(犹他州立大学)

MohammadReza EskandariNasab, Shah Muhammad Hamdi, Soukaina Filali Boubrahimi

AI总结:

AVATAR框架将对抗自编码器与自回归学习结合,通过监督损失、分布损失和联合训练机制,同时学习时间序列的概率分布与时间条件依赖,在多个数据集上显著提升生成数据的质量和实用性。

摘要:

数据增强可以通过解决数据稀缺问题和提高泛化能力,显著提升机器学习任务的性能。然而,生成时间序列数据面临独特挑战。模型不仅需要学习反映真实数据分布的概率分布,还必须捕获每个时间步的条件分布,以保留固有的时间依赖性。为应对这些挑战,我们提出了AVATAR,一个将对抗自编码器(AAE)与自回归学习相结合的框架,以同时实现这两个目标。具体而言,我们的技术将自编码器与一个监督器集成,并引入一种新颖的监督损失,以辅助解码器学习时间序列数据的时间动态。此外,我们提出了另一种创新损失函数,称为分布损失,以引导编码器更高效地将自编码器潜在表示的聚合后验与先验高斯分布对齐。进一步地,我们的框架采用联合训练机制,利用组合损失同时训练所有网络,从而满足时间序列生成的双重目标。我们在多种具有不同特征的时间序列数据集上评估了我们的技术。实验表明,通过多种定性和定量指标评估,生成数据在质量和实际效用方面均取得了显著提升。

英文摘要:

Data augmentation can significantly enhance the performance of machine learning tasks by addressing data scarcity and improving generalization. However, generating time series data presents unique challenges. A model must not only learn a probability distribution that reflects the real data distribution but also capture the conditional distribution at each time step to preserve the inherent temporal dependencies. To address these challenges, we introduce AVATAR, a framework that combines Adversarial Autoencoders (AAE) with Autoregressive Learning to achieve both objectives. Specifically, our technique integrates the autoencoder with a supervisor and introduces a novel supervised loss to assist the decoder in learning the temporal dynamics of time series data. Additionally, we propose another innovative loss function, termed distribution loss, to guide the encoder in more efficiently aligning the aggregated posterior of the autoencoder's latent representation with a prior Gaussian distribution. Furthermore, our framework employs a joint training mechanism to simultaneously train all networks using a combined loss, thereby fulfilling the dual objectives of time series generation. We evaluate our technique across a variety of time series datasets with diverse characteristics. Our experiments demonstrate significant improvements in both the quality and practical utility of the generated data, as assessed by various qualitative and quantitative metrics.

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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