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Time series synthesis is an effective approach to ensuring the secure circulation of time series data. Existing time series synthesis methods typically perform temporal modeling based on random sequences to generate target sequences, which…

Machine Learning · Computer Science 2025-09-01 Xuan Hou , Shuhan Liu , Zhaohui Peng , Yaohui Chu , Yue Zhang , Yining Wang

Generating time series data using Generative Adversarial Networks (GANs) presents several prevalent challenges, such as slow convergence, information loss in embedding spaces, instability, and performance variability depending on the series…

Machine Learning · Computer Science 2024-09-24 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

The Cloud paradigm is at a critical point in which the existing energy-efficiency techniques are reaching a plateau, while the computing resources demand at Data Center facilities continues to increase exponentially. The main challenge in…

Machine Learning · Computer Science 2023-06-19 Jaime Pérez , Patricia Arroba , José M. Moya

Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…

Computational Engineering, Finance, and Science · Computer Science 2026-05-22 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

Current Generative Adversarial Network (GAN)-based approaches for time series generation face challenges such as suboptimal convergence, information loss in embedding spaces, and instability. To overcome these challenges, we introduce an…

Machine Learning · Computer Science 2024-10-29 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…

Statistical Mechanics · Physics 2024-05-07 Daniele Lanzoni , Olivier Pierre-Louis , Francesco Montalenti

Industrial Multivariate Time Series (MTS) is a critical view of the industrial field for people to understand the state of machines. However, due to data collection difficulty and privacy concerns, available data for building industrial…

Machine Learning · Computer Science 2024-10-23 Lei Ren , Haiteng Wang , Yuanjun Laili

The generation of high-quality synthetic data presents significant challenges in machine learning research, particularly regarding statistical fidelity and uncertainty quantification. Existing generative models produce compelling synthetic…

Machine Learning · Computer Science 2025-05-13 Rahul Vishwakarma , Shrey Dharmendra Modi , Vishwanath Seshagiri

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

Conditional generation of time-dependent data is a task that has much interest, whether for data augmentation, scenario simulation, completing missing data, or other purposes. Recent works proposed a Transformer-based Time series generative…

Machine Learning · Computer Science 2022-10-06 Abdellah Madane , Mohamed-djallel Dilmi , Florent Forest , Hanane Azzag , Mustapha Lebbah , Jerome Lacaille

Generating multivariate time series is a promising approach for sharing sensitive data in many medical, financial, and IoT applications. A common type of multivariate time series originates from a single source such as the biometric…

Machine Learning · Computer Science 2022-12-16 Ali Seyfi , Jean-Francois Rajotte , Raymond T. Ng

This paper introduces MarketGAN, a factor-based generative framework for high-dimensional asset return generation under severe data scarcity. We embed an explicit asset-pricing factor structure as an economic inductive bias and generate…

Statistical Finance · Quantitative Finance 2026-01-27 Jeonggyu Huh , Seungwon Jeong , Hyun-Gyoon Kim , Hyeng Keun Koo , Byung Hwa Lim

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…

Machine Learning · Computer Science 2019-02-04 Giorgia Ramponi , Pavlos Protopapas , Marco Brambilla , Ryan Janssen

Generating high-fidelity time series data using generative adversarial networks (GANs) remains a challenging task, as it is difficult to capture the temporal dependence of joint probability distributions induced by time-series data. Towards…

Machine Learning · Computer Science 2024-04-09 Hang Lou , Siran Li , Hao Ni

Many real-world tasks are plagued by limitations on data: in some instances very little data is available and in others, data is protected by privacy enforcing regulations (e.g. GDPR). We consider limitations posed specifically on…

Machine Learning · Computer Science 2022-05-24 Padmanaba Srinivasan , William J. Knottenbelt

Generative Adversarial Networks (GANs) have shown remarkable success as a framework for training models to produce realistic-looking data. In this work, we propose a Recurrent GAN (RGAN) and Recurrent Conditional GAN (RCGAN) to produce…

Machine Learning · Statistics 2017-12-05 Cristóbal Esteban , Stephanie L. Hyland , Gunnar Rätsch

Generating high-quality synthetic time series is a fundamental yet challenging task across domains such as forecasting and anomaly detection, where real data can be scarce, noisy, or costly to collect. Unlike static data generation,…

Machine Learning · Computer Science 2025-09-25 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

Consider learning a generative model for time-series data. The sequential setting poses a unique challenge: Not only should the generator capture the conditional dynamics of (stepwise) transitions, but its open-loop rollouts should also…

Machine Learning · Statistics 2023-11-03 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

Generative adversarial networks (GANs) have emerged as a powerful tool for generating high-fidelity data. However, the main bottleneck of existing approaches is the lack of supervision on the generator training, which often results in…

Computer Vision and Pattern Recognition · Computer Science 2025-02-18 Baoren Xiao , Hao Ni , Weixin Yang

Time series data generation has drawn increasing attention in recent years. Several generative adversarial network (GAN) based methods have been proposed to tackle the problem usually with the assumption that the targeted time series data…

Machine Learning · Computer Science 2021-11-17 Hengzhi Pei , Kan Ren , Yuqing Yang , Chang Liu , Tao Qin , Dongsheng Li
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