English
Related papers

Related papers: Financial time series augmentation using transform…

200 papers

Exploring adversarial attack vectors and studying their effects on machine learning algorithms has been of interest to researchers. Deep neural networks working with time series data have received lesser interest compared to their image…

Machine Learning · Computer Science 2020-09-29 Anindya Sarkar , Anirudh Sunder Raj , Raghu Sesha Iyengar

Time-series data augmentation plays a crucial role in regression-oriented forecasting tasks, where limited data restricts the performance of deep learning models. While Generative Adversarial Networks (GANs) have shown promise in synthetic…

Machine Learning · Computer Science 2026-05-01 Ci Lin , Futong Li , Tet Yeap , Iluju Kiringa

Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity time-series generators, the SigWGAN, by combining…

Machine Learning · Computer Science 2021-11-03 Hao Ni , Lukasz Szpruch , Marc Sabate-Vidales , Baoren Xiao , Magnus Wiese , Shujian Liao

The operation and planning of large-scale power systems are becoming more challenging with the increasing penetration of stochastic renewable generation. In order to minimize the decision risks in power systems with large amount of…

Optimization and Control · Mathematics 2019-03-14 Congmei Jiang , Yize Chen , Yongfang Mao , Yi Chai , Mingbiao Yu

This paper presents a deep-learning framework, Multi-load Generative Adversarial Network (MultiLoad-GAN), for generating a group of synthetic load profiles (SLPs) simultaneously. The main contribution of MultiLoad-GAN is the capture of…

Signal Processing · Electrical Eng. & Systems 2023-08-25 Yi Hu , Yiyan Li , Lidong Song , Han Pyo Lee , PJ Rehm , Matthew Makdad , Edmond Miller , Ning Lu

Significant advances in deep learning have led to more widely used and precise neural network-based generative models such as Generative Adversarial Networks (GANs). We introduce a post-hoc correction to deep generative models to further…

High Energy Physics - Phenomenology · Physics 2020-12-30 Sascha Diefenbacher , Engin Eren , Gregor Kasieczka , Anatolii Korol , Benjamin Nachman , David Shih

Due to the data shortage problem, which is one of the major problems in the field of machine learning, the accuracy level of many applications remains well below the expected. It prevents researchers from producing new artificial…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Okan Düzyel , Mehmet Kuntalp

Evaluating the reasoning capabilities of Large Language Models (LLMs) for complex, quantitative financial tasks is a critical and unsolved challenge. Standard benchmarks often fail to isolate an agent's core ability to parse queries and…

Artificial Intelligence · Computer Science 2026-04-22 Anton Kolonin , Alexey Glushchenko , Evgeny Bochkov , Abhishek Saxena

The banking sector faces challenges in using deep learning due to data sensitivity and regulatory constraints, but generative AI may offer a solution. Thus, this study identifies effective algorithms for generating synthetic financial…

Machine Learning · Computer Science 2024-12-20 Fabian Sven Karst , Sook-Yee Chong , Abigail A. Antenor , Enyu Lin , Mahei Manhai Li , Jan Marco Leimeister

In this work, we propose a full-band real-time speech enhancement system with GAN-based stochastic regeneration. Predictive models focus on estimating the mean of the target distribution, whereas generative models aim to learn the full…

Audio and Speech Processing · Electrical Eng. & Systems 2025-05-30 Sanberk Serbest , Tijana Stojkovic , Milos Cernak , Andrew Harper

Generative Adversarial Networks (GANs) have gained significant attention in several computer vision tasks for generating high-quality synthetic data. Various medical applications including diagnostic imaging and radiation therapy can…

Image and Video Processing · Electrical Eng. & Systems 2022-07-25 Sanaz Mohammadjafari , Mucahit Cevik , Ayse Basar

Prognostics and Health Management (PHM) is an emerging engineering discipline which is concerned with the analysis and prediction of equipment health and performance. One of the key challenges in PHM is to accurately predict impending…

Machine Learning · Computer Science 2019-10-07 Shuai Zheng , Ahmed Farahat , Chetan Gupta

As E-commerce platforms face surging transactions during major shopping events like Black Friday, stress testing with synthesized data is crucial for resource planning. Most recent studies use Generative Adversarial Networks (GANs) to…

Machine Learning · Computer Science 2025-03-03 Youran Zhou , Jianzhong Qi

In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in…

Machine Learning · Computer Science 2024-08-13 Musleh Alharthi , Ausif Mahmood

Accurately predicting pedestrian trajectories is crucial in applications such as autonomous driving or service robotics, to name a few. Deep generative models achieve top performance in this task, assuming enough labelled trajectories are…

Computer Vision and Pattern Recognition · Computer Science 2025-05-28 Mirko Zaffaroni , Federico Signoretta , Marco Grangetto , Attilio Fiandrotti

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

Precise load forecasting in buildings could increase the bill savings potential and facilitate optimized strategies for power generation planning. With the rapid evolution of computer science, data-driven techniques, in particular the Deep…

Machine Learning · Computer Science 2023-01-30 Menna Nawar , Moustafa Shomer , Samy Faddel , Huangjie Gong

Deep learning approaches deliver state-of-the-art performance in recognition of spatiotemporal human motion data. However, one of the main challenges in these recognition tasks is limited available training data. Insufficient training data…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Junxiao Shen , John Dudley , Per Ola Kristensson

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Computational Finance · Quantitative Finance 2025-11-25 Eghbal Rahimikia , Hao Ni , Weiguan Wang