MTCopula: Génération de données synthétiques et complexes basées sur les Copules
Abstract
This paper is a short version of Benali et al. (2021). Most of the existing techniques
work well for low-dimensional data and fail to capture complex dependencies between
data dimensions. Moreover, identifying the right combination of models and their respective
parameters is still an open problem. We present MTCopula, a novel flexible
and extendable synthetic complex data generation approach that automatically chooses
the best Copula model and the best-fitted marginals to catch the data complexity relying
on Akaike Information Criterion.