Génération en une seule passe de séries temporelles multivariées par modélisation multivariée conditionnelle
Abstract
This paper proposes MTS-CGAN, a Conditional Generative Adversarial Network for Multivariate
Time Series, with both the generator and discriminator networks based on Transformers.
MTS-CGAN leverages encoded context for conditional generation, allowing the generation
of complex time series in a single pass and outperforming existing models, particularly in
mixed distribution contexts. We evaluate MTS-CGAN using quantitative and qualitative metrics
across various multivariate time series datasets. Additionally, we introduce an innovative
adaptation of the Frechet Inception Distance (FID) for time series, providing a robust measure
of the quality of generated data. This research highlights the potential of MTS-CGAN in
generating high-quality multivariate time series.