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Register a new userT-CGAN: Conditional Generative Adversarial Network for Data Augmentation in Noisy Time Series with Irregular Sampling
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In this paper we propose a data augmentation method for time series with irregular sampling, Time-Conditional Generative Adversarial Network (T-CGAN). Our approach is based on Conditional Generative Adversarial Networks (CGAN), where the generative step is implemented by a deconvolutional NN and the discriminative step by a convolutional NN. Both the generator and the discriminator are conditioned on the sampling timestamps, to learn the hidden relationship between data and timestamps, and consequently to generate new time series. We evaluate our model with synthetic and real-world datasets. For the synthetic data, we compare the performance of a classifier trained with T-CGAN-generated data, against the performance of the same classifier trained on the original data. Results show that classifiers trained on T-CGAN-generated data perform the same as classifiers trained on real data, even with very short time series and small training sets. For the real world datasets, we compare our method with other techniques of data augmentation for time series, such as time slicing and time warping, over a classification problem with unbalanced datasets. Results show that our method always outperforms the other approaches, both in case of regularly sampled and irregularly sampled time series. We achieve particularly good performance in case with a small training set and short, noisy, irregularly-sampled time series.
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We introduce the decision-aware time-series conditional generative adversarial network (DAT-CGAN) as a method for time-series generation. The framework adopts a multi-Wasserstein loss on structured decision-related quantities, capturing the heterogeneity of decision-related data and providing new effectiveness in supporting the decision processes of end users. We improve sample efficiency through an overlapped block-sampling method, and provide a theoretical characterization of the generalization properties of DAT-CGAN. The framework is demonstrated on financial time series for a multi-time-step portfolio choice problem. We demonstrate better generative quality in regard to underlying data and different decision-related quantities than strong, GAN-based baselines.
Data augmentation methods have been shown to be a fundamental technique to improve generalization in tasks such as image, text and audio classification. Recently, automated augmentation methods have led to further improvements on image classification and object detection leading to state-of-the-art performances. Nevertheless, little work has been done on time-series data, an area that could greatly benefit from automated data augmentation given the usually limited size of the datasets. We present two sample-adaptive automatic weighting schemes for data augmentation: the first learns to weight the contribution of the augmented samples to the loss, and the second method selects a subset of transformations based on the ranking of the predicted training loss. We validate our proposed methods on a large, noisy financial dataset and on time-series datasets from the UCR archive. On the financial dataset, we show that the methods in combination with a trading strategy lead to improvements in annualized returns of over 50$%$, and on the time-series data we outperform state-of-the-art models on over half of the datasets, and achieve similar performance in accuracy on the others.
Conditional Generative Adversarial Networks (cGANs) have been used in many image processing tasks. However, they still have serious problems maintaining the balance between conditioning the output on the input and creating the output with the desired distribution based on the corresponding ground truth. The traditional cGANs, similar to most conventional GANs, suffer from vanishing gradients, which backpropagate from the discriminator to the generator. Moreover, the traditional cGANs are sensitive to architectural changes due to previously mentioned gradient problems. Therefore, balancing the architecture of the cGANs is almost impossible. Recently MSG-GAN has been proposed to stabilize the performance of the GANs by applying multiple connections between the generator and discriminator. In this work, we propose a method called MSGDD-cGAN, which first stabilizes the performance of the cGANs using multi-connections gradients flow. Secondly, the proposed network architecture balances the correlation of the output to input and the fitness of the output on the target distribution. This balance is generated by using the proposed dual discrimination procedure. We tested our model by segmentation of fetal ultrasound images. Our model shows a 3.18% increase in the F1 score comparing to the pix2pix version of cGANs.
In recent studies, Generative Adversarial Network (GAN) is one of the popular schemes to augment the image dataset. However, in our study we find the generator G in the GAN fails to generate numerical data in lower-dimensional spaces, and we address overfitting in the generation. By analyzing the Directed Graphical Model (DGM), we propose a theoretical restraint, independence on the loss function, to suppress the overfitting. Practically, as the Statically Restrained GAN (SRGAN) and Dynamically Restrained GAN (DRGAN), two frameworks are proposed to employ the theoretical restraint to the network structure. In the static structure, we predefined a pair of particular network topologies of G and D as the restraint, and quantify such restraint by the interpretable metric Similarity of the Restraint (SR). While for DRGAN we design an adjustable dropout module for the restraint function. In the widely carried out 20 group experiments, on four public numerical class imbalance datasets and five classifiers, the static and dynamic methods together produce the best augmentation results of 19 from 20; and both two methods simultaneously generate 14 of 20 groups of the top-2 best, proving the effectiveness and feasibility of the theoretical restraints.
A framework for the generation of synthetic time-series transmission-level load data is presented. Conditional generative adversarial networks are used to learn the patterns of a real dataset of hourly-sampled week-long load profiles and generate unique synthetic profiles on demand, based on the season and type of load required. Extensive testing of the generative model is performed to verify that the synthetic data fully captures the characteristics of real loads and that it can be used for downstream power system and/or machine learning applications.
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