Time-series Generative Adversarial Networks for Telecommunications Data Augmentation

University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

Abstract: Time- series Generative Adversarial Networks (TimeGAN) is proposed to overcome the GAN model’s insufficiency in producing synthetic samples that inherit the predictive ability of the original timeseries data. TimeGAN combines the unsupervised adversarial loss in the GAN framework with a supervised loss adopted from an autoregressive model. However, TimeGAN is like another GANbased model that only learns from the set of smaller sequences extracted from the original time-series. This behavior yields a severe consequence when encountering data augmentation for time-series with multiple seasonal patterns, as found in the mobile telecommunication network data. This study examined the effectiveness of the TimeGAN model with the help of Dynamic Time Warping (DTW) and different types of RNN as its architecture to produce synthetic mobile telecommunication network data, which can be utilized to improve the forecasting performance of the statistical and deep learning models relative to the baseline models trained only on the original data. The experiment results indicate that DTW helps TimeGAN maintaining the multiple seasonal attributes. In addition, either LSTM or Bidirectional LSTM as TimeGAN architecture ensures the model is robust to mode collapse problem and creates synthetic data that are diversified and indistinguishable from the original time-series. Finally, merging both original and synthetic time-series becomes a compelling way to significantly improve the deep learning model’s forecasting performance but fails to do so for the statistical model. 

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