Time series generation model based on multi-discriminator generative adversarial network

Aiming at the problems of expensive collection cost and missing data due to the privacy and continuity of time series data set, a multi-discriminator generative adversarial network model based on recurrent neural network was proposed, which could synthesize time series dataset that were approximatel...

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Bibliographic Details
Main Authors: Yanhui LU, Han LIU, Hang LI, Guangxu ZHU
Format: Article
Language:zho
Published: Editorial Department of Journal on Communications 2022-10-01
Series:Tongxin xuebao
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Online Access:http://www.joconline.com.cn/zh/article/doi/10.11959/j.issn.1000-436x.2022205/
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Summary:Aiming at the problems of expensive collection cost and missing data due to the privacy and continuity of time series data set, a multi-discriminator generative adversarial network model based on recurrent neural network was proposed, which could synthesize time series dataset that were approximately distributed with real data of a small scale dataset.Multi-discriminator included four discriminators in time domain, frequency domain, time-frequency domain and autocorrelation.Different discriminators could effectively recognize the features of the time series in different domains.In the experiment, the convergence of loss function, principal component analysis and error analysis were performed to evaluate the performance of the model from qualitative and quantitative perspectives.The experimental results show that the proposed model has better performance than other reference models.
ISSN:1000-436X