Time series forecasting is one of the challenging problems for humankind. Traditional forecasting methods using mean regression models have severe shortcomings in reflecting real-world fluctuations. While new probabilistic methods rush to rescue, they fight with technical difficulties like quantile crossing or selecting a prior distribution. To meld the different strengths of these fields while avoiding their weaknesses as well as to push the boundary of the state-of-the-art, we introduce ForGAN - one step ahead probabilistic forecasting with generative adversarial networks. ForGAN utilizes the power of the conditional generative adversarial network to learn the data generating distribution and compute probabilistic forecasts from it. We argue how to evaluate ForGAN in opposition to regression methods. To investigate probabilistic forecasting of ForGAN, we create a new dataset and demonstrate our method abilities on it. This dataset will be made publicly available for comparison. Furthermore, we test ForGAN on two publicly available datasets, namely Mackey-Glass dataset and Internet traffic dataset (A5M) where the impressive performance of ForGAN demonstrate its high capability in forecasting future values.
Since there is no consensus on a process for evaluating GANs, application of GANs beyond text and auditory data is a very challenging task. We found a few attempts on the application of GANs beyond these data types. Hyland and Esteban @cite_100 propose RGAN and RCGAN to produce realistic real-valued multi-dimensional medical time series. Both of these GANs employ LSTM in their generator and discriminator while RCGAN uses Conditional GAN instead of Vanilla GAN to incorporate a condition in the process of data generation. They also describe novel evaluation methods for GANs, where they generate a synthetic labeled training dataset and train a model using this set. Then, they test this model using real data. They repeat the same process using a real train set and synthetic labeled test set. GAN-AD @cite_1 is proposed to model time-series for anomaly detection in Cyber-Physical Sytems (CPSs). This GAN uses LSTM in both generator and discriminator, too. @cite_43 propose a conditional GAN for generating synthetic time-series in smart-grids. Unlike previous work, this GAN employs CNN to construct generator and discriminator.
@cite_100 @cite_1 @cite_43
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Generative Adversarial Networks (GANs) have shown remarkable success as a framework for training models to produce realistic-looking data. In this work, we propose a Recurrent GAN (RGAN) and Recurrent Conditional GAN (RCGAN) to produce realistic real-valued multi-dimensional time series, with an emphasis on their application to medical data. RGANs make use of recurrent neural networks (RNNs) in the generator and the discriminator. In the case of RCGANs, both of these RNNs are conditioned on auxiliary information. We demonstrate our models in a set of toy datasets, where we show visually and quantitatively (using sample likelihood and maximum mean discrepancy) that they can successfully generate realistic time-series. We also describe novel evaluation methods for GANs, where we generate a synthetic labelled training dataset, and evaluate on a real test set the performance of a model trained on the synthetic data, and vice-versa. We illustrate with these metrics that RCGANs can generate time-series data useful for supervised training, with only minor degradation in performance on real test data. This is demonstrated on digit classification from ‘serialised’ MNIST and by training an early warning system on a medical dataset of 17,000 patients from an intensive care unit. We further discuss and analyse the privacy concerns that may arise when using RCGANs to generate realistic synthetic medical time series data, and demonstrate results from differentially private training of the RCGAN. We propose in this paper a new approach to train the Generative Adversarial Nets (GANs) with a mixture of generators to overcome the mode collapsing problem. The main intuition is to employ multiple generators, instead of using a single one as in the original GAN. The idea is simple, yet proven to be extremely effective at covering diverse data modes, easily overcoming the mode collapsing problem and delivering state-of-the-art results. A minimax formulation was able to establish among a classifier, a discriminator, and a set of generators in a similar spirit with GAN. Generators create samples that are intended to come from the same distribution as the training data, whilst the discriminator determines whether samples are true data or generated by generators, and the classifier specifies which generator a sample comes from. The distinguishing feature is that internal samples are created from multiple generators, and then one of them will be randomly selected as final output similar to the mechanism of a probabilistic mixture model. We term our method Mixture Generative Adversarial Nets (MGAN). We develop theoretical analysis to prove that, at the equilibrium, the Jensen-Shannon divergence (JSD) between the mixture of generators’ distributions and the empirical data distribution is minimal, whilst the JSD among generators’ distributions is maximal, hence effectively avoiding the mode collapsing problem. By utilizing parameter sharing, our proposed model adds minimal computational cost to the standard GAN, and thus can also efficiently scale to large-scale datasets. We conduct extensive experiments on synthetic 2D data and natural image databases (CIFAR-10, STL-10 and ImageNet) to demonstrate the superior performance of our MGAN in achieving state-of-the-art Inception scores over latest baselines, generating diverse and appealing recognizable objects at different resolutions, and specializing in capturing different types of objects by the generators. Traditional generative adversarial networks (GAN) and many of its variants are trained by minimizing the KL or JS-divergence loss that measures how close the generated data distribution is from the true data distribution. A recent advance called the WGAN based on Wasserstein distance can improve on the KL and JS-divergence based GANs, and alleviate the gradient vanishing, instability, and mode collapse issues that are common in the GAN training. In this work, we aim at improving on the WGAN by first generalizing its discriminator loss to a margin-based one, which leads to a better discriminator, and in turn a better generator, and then carrying out a progressive training paradigm involving multiple GANs to contribute to the maximum margin ranking loss so that the GAN at later stages will improve upon early stages. We call this method Gang of GANs (GoGAN). We have shown theoretically that the proposed GoGAN can reduce the gap between the true data distribution and the generated data distribution by at least half in an optimally trained WGAN. We have also proposed a new way of measuring GAN quality which is based on image completion tasks. We have evaluated our method on four visual datasets: CelebA, LSUN Bedroom, CIFAR-10, and 50K-SSFF, and have seen both visual and quantitative improvement over baseline WGAN. We introduce scGAN, a novel extension of conditional Generative Adversarial Networks (GAN) tailored for the challenging problem of shadow detection in images. Previous methods for shadow detection focus on learning the local appearance of shadow regions, while using limited local context reasoning in the form of pairwise potentials in a Conditional Random Field. In contrast, the proposed adversarial approach is able to model higher level relationships and global scene characteristics. We train a shadow detector that corresponds to the generator of a conditional GAN, and augment its shadow accuracy by combining the typical GAN loss with a data loss term. Due to the unbalanced distribution of the shadow labels, we use weighted cross entropy. With the standard GAN architecture, properly setting the weight for the cross entropy would require training multiple GANs, a computationally expensive grid procedure. In scGAN, we introduce an additional sensitivity parameter w to the generator. The proposed approach effectively parameterizes the loss of the trained detector. The resulting shadow detector is a single network that can generate shadow maps corresponding to different sensitivity levels, obviating the need for multiple models and a costly training procedure. We evaluate our method on the large-scale SBU and UCF shadow datasets, and observe up to 17 error reduction with respect to the previous state-of-the-art method.