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Deep learning models have demonstrated superior performance in several application problems, such as image classification and speech processing. However, creating a deep learning model using health record data requires addressing certain…

Machine Learning · Computer Science 2021-12-14 Amirsina Torfi , Edward A. Fox , Chandan K. Reddy

Accurately modeling time-continuous stochastic processes from irregular observations remains a significant challenge. In this paper, we leverage ideas from generative modeling of image data to push the boundary of time series generation.…

Numerical Analysis · Mathematics 2025-05-30 T. Jahn , J. Chemseddine , P. Hagemann , C. Wald , G. Steidl

In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach, decades of realistic time-synchronized data can be simulated…

Computational Finance · Quantitative Finance 2018-02-07 Javier Franco-Pedroso , Joaquin Gonzalez-Rodriguez , Jorge Cubero , Maria Planas , Rafael Cobo , Fernando Pablos

We focus on the problem of generating high-quality, private synthetic glucose traces, a task generalizable to many other time series sources. Existing methods for time series data synthesis, such as those using Generative Adversarial…

Machine Learning · Computer Science 2023-11-01 Josephine Lamp , Mark Derdzinski , Christopher Hannemann , Joost van der Linden , Lu Feng , Tianhao Wang , David Evans

A framework is proposed for the unconditional generation of synthetic time series based on learning from a single sample in low-data regime case. The framework aims at capturing the distribution of patches in wavelet scalogram of time…

Signal Processing · Electrical Eng. & Systems 2022-11-07 Amir Kazemi , Hadi Meidani

Complex multivariate time series arise in many fields, ranging from computer vision to robotics or medicine. Often we are interested in the independent underlying factors that give rise to the high-dimensional data we are observing. While…

Machine Learning · Statistics 2021-02-11 Simon Bing , Vincent Fortuin , Gunnar Rätsch

Although GAN-based methods have received many achievements in the last few years, they have not been entirelysuccessful in generating discrete data. The most crucial challenge of these methods is the difficulty of passing the gradientfrom…

Machine Learning · Computer Science 2020-10-16 Ehsan Montahaei , Danial Alihosseini , Mahdieh Soleymani Baghshah

Multivariate time series classification (MTSC) plays a crucial role in various domains, including biomedical signal analysis and motion monitoring. However, existing approaches, particularly deep learning models, often require high…

Machine Learning · Computer Science 2026-04-20 Fernando Moro , Vinicius M. A. Souza

We frequently encounter multiple series that are temporally correlated in our surroundings, such as EEG data to examine alterations in brain activity or sensors to monitor body movements. Segmentation of multivariate time series data is a…

Machine Learning · Computer Science 2024-10-23 Shima Imani , Harsh Shrivastava

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…

Machine Learning · Computer Science 2025-05-28 Tal Gonen , Itai Pemper , Ilan Naiman , Nimrod Berman , Omri Azencot

To analyze multivariate time series, most previous methods assume regular subsampling of time series, where the interval between adjacent measurements and the number of samples remain unchanged. Practically, data collection systems could…

Machine Learning · Computer Science 2023-10-18 Yuxi Wei , Juntong Peng , Tong He , Chenxin Xu , Jian Zhang , Shirui Pan , Siheng Chen

Recent works have demonstrated the superiority of supervised Convolutional Neural Networks (CNNs) in learning hierarchical representations from time series data for successful classification. These methods require sufficiently large labeled…

Machine Learning · Computer Science 2023-09-12 Fanling Huang , Yangdong Deng

The success of deep learning is largely due to the availability of large amounts of training data that cover a wide range of examples of a particular concept or meaning. In the field of medicine, having a diverse set of training data on a…

Artificial Intelligence · Computer Science 2023-05-02 Edward Y. Chang

Generative AI workflows heavily rely on data-centric tasks - such as filtering samples by annotation fields, vector distances, or scores produced by custom classifiers. At the same time, computer vision datasets are quickly approaching…

Artificial Intelligence · Computer Science 2023-09-22 Daniel Kharitonov , Ryan Turner

Limited data access is a longstanding barrier to data-driven research and development in the networked systems community. In this work, we explore if and how generative adversarial networks (GANs) can be used to incentivize data sharing by…

Machine Learning · Computer Science 2021-01-19 Zinan Lin , Alankar Jain , Chen Wang , Giulia Fanti , Vyas Sekar

A method is proposed and evaluated to model large and inconvenient phase space files used in Monte Carlo simulations by a compact Generative Adversarial Network (GAN). The GAN is trained based on a phase space dataset to create a neural…

Medical Physics · Physics 2019-10-07 David Sarrut , Nils Krah , Jean-Michel Létang

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Time dependent data is a main source of information in today's data driven world. Generating this type of data though has shown its challenges and made it an interesting research area in the field of generative machine learning. One such…

Machine Learning · Computer Science 2021-03-03 Kaleb E. Smith , Anthony O. Smith

Reliable evaluation of anomaly detection methods in multivariate time series remains an open challenge, largely due to the limitations of existing benchmark datasets. Current resources often lack fine-grained anomaly annotations, do not…

Artificial Intelligence · Computer Science 2026-04-17 Pierre Lotte , André Péninou , Olivier Teste

We propose a GAN design which models multiple distributions effectively and discovers their commonalities and particularities. Each data distribution is modeled with a mixture of $K$ generator distributions. As the generators are partially…