论文标题

用于多元时间序列的基于变压器的条件生成对抗网络

Transformer-based conditional generative adversarial network for multivariate time series generation

论文作者

Madane, Abdellah, Dilmi, Mohamed-djallel, Forest, Florent, Azzag, Hanane, Lebbah, Mustapha, Lacaille, Jerome

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

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 adversarial network (TTS-GAN) to address the limitations of recurrent neural networks. However, this model assumes a unimodal distribution and tries to generate samples around the expectation of the real data distribution. One of its limitations is that it may generate a random multivariate time series; it may fail to generate samples in the presence of multiple sub-components within an overall distribution. One could train models to fit each sub-component separately to overcome this limitation. Our work extends the TTS-GAN by conditioning its generated output on a particular encoded context allowing the use of one model to fit a mixture distribution with multiple sub-components. Technically, it is a conditional generative adversarial network that models realistic multivariate time series under different types of conditions, such as categorical variables or multivariate time series. We evaluate our model on UniMiB Dataset, which contains acceleration data following the XYZ axes of human activities collected using Smartphones. We use qualitative evaluations and quantitative metrics such as Principal Component Analysis (PCA), and we introduce a modified version of the Frechet inception distance (FID) to measure the performance of our model and the statistical similarities between the generated and the real data distributions. We show that this transformer-based CGAN can generate realistic high-dimensional and long data sequences under different kinds of conditions.

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