Evaluating generation of chaotic time series by convolutional generative adversarial networks
Machine Learning
2023-11-21 v2 Chaotic Dynamics
Abstract
To understand the ability and limitations of convolutional neural networks to generate time series that mimic complex temporal signals, we trained a generative adversarial network consisting of deep convolutional networks to generate chaotic time series and used nonlinear time series analysis to evaluate the generated time series. A numerical measure of determinism and the Lyapunov exponent, a measure of trajectory instability, showed that the generated time series well reproduce the chaotic properties of the original time series. However, error distribution analyses showed that large errors appeared at a low but non-negligible rate. Such errors would not be expected if the distribution were assumed to be exponential.
Cite
@article{arxiv.2305.16729,
title = {Evaluating generation of chaotic time series by convolutional generative adversarial networks},
author = {Yuki Tanaka and Yutaka Yamaguti},
journal= {arXiv preprint arXiv:2305.16729},
year = {2023}
}