In the recent years Generative Adversarial Networks (GANs) have demonstrated significant progress in generating authentic looking data. In this work we introduce our simple method to exploit the advancements in well established image-based GANs to synthesise single channel time series data. We implement Wasserstein GANs (WGANs) with gradient penalty due to their stability in training to synthesise three different types of data; sinusoidal data, photoplethysmograph (PPG) data and electrocardiograph (ECG) data. The length of the returned time series data is limited only by the image resolution, we use an image size of 64x64 pixels which yields 4096 data points. We present both visual and quantitative evidence that our novel method can successfully generate time series data using image-based GANs.
An important advance was introduced by @cite_4 , a method of synthesising time series using recurrent conditional generative adversarial networks (RCGAN). They synthesised both time series sinusoidal data and physiological data; oxygen saturation, heart rate, respiratory rate and mean arterial pressure. The data was gathered from the eICU Collaborative Research Database. The authors state the length of their generated data sequences as 30 data points.
@cite_4
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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.