Evaluation of Generative Adversarial Networks for Time Series Data

Author(s):  
Hiba Arnout ◽  
Johanna Bronner ◽  
Thomas Runkler
2022 ◽  
Vol 2 ◽  
Author(s):  
Eoin Brophy ◽  
Peter Redmond ◽  
Andrew Fleury ◽  
Maarten De Vos ◽  
Geraldine Boylan ◽  
...  

As a measure of the brain's electrical activity, electroencephalography (EEG) is the primary signal of interest for brain-computer-interfaces (BCI). BCIs offer a communication pathway between a brain and an external device, translating thought into action with suitable processing. EEG data is the most common signal source for such technologies. However, artefacts induced in BCIs in the real-world context can severely degrade their performance relative to their in-laboratory performance. In most cases, the recorded signals are so heavily corrupted by noise that they are unusable and restrict BCI's broader applicability. To realise the use of portable BCIs capable of high-quality performance in a real-world setting, we use Generative Adversarial Networks (GANs) that can adopt both supervised and unsupervised learning approaches. Although our approach is supervised, the same model can be used for unsupervised tasks such as data augmentation/imputation in the low resource setting. Exploiting recent advancements in Generative Adversarial Networks (GAN), we construct a pipeline capable of denoising artefacts from EEG time series data. In the case of denoising data, it maps noisy EEG signals to clean EEG signals, given the nature of the respective artefact. We demonstrate the capability of our network on a toy dataset and a benchmark EEG dataset developed explicitly for deep learning denoising techniques. Our datasets consist of an artificially added mains noise (50/60 Hz) artefact dataset and an open-source EEG benchmark dataset with two artificially added artefacts. Artificially inducing myogenic and ocular artefacts for the benchmark dataset allows us to present qualitative and quantitative evidence of the GANs denoising capabilities and rank it among the current gold standard deep learning EEG denoising techniques. We show the power spectral density (PSD), signal-to-noise ratio (SNR), and other classical time series similarity measures for quantitative metrics and compare our model to those previously used in the literature. To our knowledge, this framework is the first example of a GAN capable of EEG artefact removal and generalisable to more than one artefact type. Our model has provided a competitive performance in advancing the state-of-the-art deep learning EEG denoising techniques. Furthermore, given the integration of AI into wearable technology, our method would allow for portable EEG devices with less noisy and more stable brain signals.


Energies ◽  
2019 ◽  
Vol 13 (1) ◽  
pp. 130 ◽  
Author(s):  
Mohammad Navid Fekri ◽  
Ananda Mohon Ghosh ◽  
Katarina Grolinger

The smart grid employs computing and communication technologies to embed intelligence into the power grid and, consequently, make the grid more efficient. Machine learning (ML) has been applied for tasks that are important for smart grid operation including energy consumption and generation forecasting, anomaly detection, and state estimation. These ML solutions commonly require sufficient historical data; however, this data is often not readily available because of reasons such as data collection costs and concerns regarding security and privacy. This paper introduces a recurrent generative adversarial network (R-GAN) for generating realistic energy consumption data by learning from real data. Generativea adversarial networks (GANs) have been mostly used for image tasks (e.g., image generation, super-resolution), but here they are used with time series data. Convolutional neural networks (CNNs) from image GANs are replaced with recurrent neural networks (RNNs) because of RNN’s ability to capture temporal dependencies. To improve training stability and increase quality of generated data, Wasserstein GANs (WGANs) and Metropolis-Hastings GAN (MH-GAN) approaches were applied. The accuracy is further improved by adding features created with ARIMA and Fourier transform. Experiments demonstrate that data generated by R-GAN can be used for training energy forecasting models.


2022 ◽  
Vol 13 (2) ◽  
pp. 1-23
Author(s):  
Divya Saxena ◽  
Jiannong Cao

Spatio-temporal (ST) data is a collection of multiple time series data with different spatial locations and is inherently stochastic and unpredictable. An accurate prediction over such data is an important building block for several urban applications, such as taxi demand prediction, traffic flow prediction, and so on. Existing deep learning based approaches assume that outcome is deterministic and there is only one plausible future; therefore, cannot capture the multimodal nature of future contents and dynamics. In addition, existing approaches learn spatial and temporal data separately as they assume weak correlation between them. To handle these issues, in this article, we propose a stochastic spatio-temporal generative model (named D-GAN) which adopts Generative Adversarial Networks (GANs)-based structure for more accurate ST prediction in multiple time steps. D-GAN consists of two components: (1) spatio-temporal correlation network which models spatio-temporal joint distribution of pixels and supports a stochastic sampling of latent variables for multiple plausible futures; (2) a stochastic adversarial network to jointly learn generation and variational inference of data through implicit distribution modeling. D-GAN also supports fusion of external factors through explicit objective to improve the model learning. Extensive experiments performed on two real-world datasets show that D-GAN achieves significant improvements and outperforms baseline models.


2020 ◽  
Vol 34 (02) ◽  
pp. 1403-1411
Author(s):  
Dixian Zhu ◽  
Dongjin Song ◽  
Yuncong Chen ◽  
Cristian Lumezanu ◽  
Wei Cheng ◽  
...  

Multivariate time series data are becoming increasingly ubiquitous in varies real-world applications such as smart city, power plant monitoring, wearable devices, etc. Given the current time series segment, how to retrieve similar segments within the historical data in an efficient and effective manner is becoming increasingly important. As it can facilitate underlying applications such as system status identification, anomaly detection, etc. Despite the fact that various binary coding techniques can be applied to this task, few of them are specially designed for multivariate time series data in an unsupervised setting. To this end, we present Deep Unsupervised Binary Coding Networks (DUBCNs) to perform multivariate time series retrieval. DUBCNs employ the Long Short-Term Memory (LSTM) encoder-decoder framework to capture the temporal dynamics within the input segment and consist of three key components, i.e., a temporal encoding mechanism to capture the temporal order of different segments within a mini-batch, a clustering loss on the hidden feature space to capture the hidden feature structure, and an adversarial loss based upon Generative Adversarial Networks (GANs) to enhance the generalization capability of the generated binary codes. Thoroughly empirical studies on three public datasets demonstrated that the proposed DUBCNs can outperform state-of-the-art unsupervised binary coding techniques.


2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston

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