Conditional time series simulation using generative adversarial networks

• Main Author: Song, Yuli
• Other Authors: Patrick Pun Chi Seng
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Mathematical Sciences; Generative adversarial networks; Time series simulation; Risk management
• Online Access: https://hdl.handle.net/10356/175581
• Institution: Nanyang Technological University

While Generative Adversarial Networks (GANs) has been widely applied in data generation, most of the existing models struggle to capture the temporal correlations with time series data. However, one innovative variant, TimeGAN addresses this by incorporating a learned embedding space jointly optimiz...