Multivariate Time Series Data Generation using Generative Adversarial Networks : Generating Realistic Sensor Time Series Data of Vehicles with an Abnormal Behaviour using TimeGAN

Abstract: Large datasets are a crucial requirement to achieve high performance, accuracy, and generalisation for any machine learning task, such as prediction or anomaly detection, However, it is not uncommon for datasets to be small or imbalanced since gathering data can be difficult, time-consuming, and expensive. In the task of collecting vehicle sensor time series data, in particular when the vehicle has an abnormal behaviour, these struggles are present and may hinder the automotive industry in its development. Synthetic data generation has become a growing interest among researchers in several fields to handle the struggles with data gathering. Among the methods explored for generating data, generative adversarial networks (GANs) have become a popular approach due to their wide application domain and successful performance. This thesis focuses on generating multivariate time series data that are similar to vehicle sensor readings from the air pressures in the brake system of vehicles with an abnormal behaviour, meaning there is a leakage somewhere in the system. A novel GAN architecture called TimeGAN was trained to generate such data and was then evaluated using both qualitative and quantitative evaluation metrics. Two versions of this model were tested and compared. The results obtained proved that both models learnt the distribution and the underlying information within the features of the real data. The goal of the thesis was achieved and can become a foundation for future work in this field.