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HierTGAN: Hierarchical Time Series Generation with Aggregation Constraints

Published: 04 January 2024 Publication History

Abstract

Generative models for time series data have been able to preserve the temporal dynamics of the original time series and are extremely successful in generating realistic synthetic data. However, in the real world, time series data can be disaggregated by various attributes of interest, thereby forming a hierarchical structure, often referred to as hierarchical time series data. Existing models for time series generation do not capture the structural dynamics (inter-level relationships of the hierarchy) of hierarchical time series data. Therefore, in this research, for the first time, we introduce HierTGAN, an auto-regressive generative adversarial network (GAN) for hierarchical time series generation. The proposed HierTGAN solves for an equivalent inter-level relationship within the embedding space generated by an autoencoder. Multiple experiments have been performed to evaluate the effectiveness of HierTGAN in generating realistic synthetic hierarchical time series data.

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PDF File (HierTGAN_Hierarchical_Time_Series_Generation_with_Aggregation_Constraints_Supplementary.pdf)
Supplementary file for HierTGAN: Hierarchical Time Series Generation with Aggregation Constraints. This file contains additional details of the paper including descriptions of the evaluation metrics and implementation details.

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  • (2024)Regional Features Conditioned Diffusion Models for 5G Network Traffic GenerationProceedings of the 32nd ACM International Conference on Advances in Geographic Information Systems10.1145/3678717.3691312(396-409)Online publication date: 29-Oct-2024

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CODS-COMAD '24: Proceedings of the 7th Joint International Conference on Data Science & Management of Data (11th ACM IKDD CODS and 29th COMAD)
January 2024
627 pages
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Published: 04 January 2024

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Author Tags

  1. GAN
  2. Hierarchical Time Series Generation
  3. Synthetic Data
  4. Time Series Forecasting

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View all
  • (2024)Regional Features Conditioned Diffusion Models for 5G Network Traffic GenerationProceedings of the 32nd ACM International Conference on Advances in Geographic Information Systems10.1145/3678717.3691312(396-409)Online publication date: 29-Oct-2024

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