Time Series Generative Modeling (TSGM) Official DocumentationΒΆ
Time Series Generative Modeling (TSGM) is a Python framework for time series data generation. It include data-driven and model-based approaches to synthetic time-series generation. It uses both generative
The package is built on top of Tensorflow that allows training the models on CPUs, GPUs, or TPUs.
Quick start:
pip install tsgm
import tsgm
# ... Define hyperparameters ...
# dataset is a tensor of shape n_samples x seq_len x feature_dim
# Zoo contains several prebuilt architectures: we choose a conditional GAN architecture
architecture = tsgm.models.architectures.zoo["cgan_base_c4_l1"](
seq_len=seq_len, feat_dim=feature_dim,
latent_dim=latent_dim, output_dim=0)
discriminator, generator = architecture.discriminator, architecture.generator
# Initialize GAN object with selected discriminator and generator
gan = tsgm.models.cgan.GAN(
discriminator=discriminator, generator=generator, latent_dim=latent_dim
)
gan.compile(
d_optimizer=keras.optimizers.Adam(learning_rate=0.0003),
g_optimizer=keras.optimizers.Adam(learning_rate=0.0003),
loss_fn=keras.losses.BinaryCrossentropy(from_logits=True),
)
gan.fit(dataset, epochs=1)
# Generate 10 synthetic samples
result = gan.generate(10)
For more examples, see our tutorials.
If you find this repo useful, please consider citing our paper:
@article{nikitin2023tsgm,
title={TSGM: A Flexible Framework for Generative Modeling of Synthetic Time Series},
author={Nikitin, Alexander and Iannucci, Letizia and Kaski, Samuel},
journal={arXiv preprint arXiv:2305.11567},
year={2023}
}
Guides
Package Reference
- TSGM
- Datasets
UCRDataManager
UCRDataManager
download_physionet2012()
gen_sine_const_switch_dataset()
gen_sine_dataset()
gen_sine_vs_const_dataset()
get_covid_19()
get_eeg()
get_energy_data()
get_gp_samples_data()
get_mauna_loa()
get_mnist_data()
get_physionet2012()
get_power_consumption()
get_stock_data()
get_synchronized_brainwave_dataset()
load_arff()
split_dataset_into_objects()
- Augmentations
- Metrics
- GANs
- VAEs
- ABC
- STS
- Visualization
- Monitors
- Zoo
Architecture
BaseClassificationArchitecture
BaseDenoisingArchitecture
BaseGANArchitecture
BaseVAEArchitecture
BasicRecurrentArchitecture
BlockClfArchitecture
ConvnArchitecture
ConvnLSTMnArchitecture
DDPMConvDenoiser
Sampling
TimeEmbedding
TransformerClfArchitecture
VAE_CONV5Architecture
WaveGANArchitecture
Zoo
cGAN_Conv4Architecture
cGAN_LSTMConv3Architecture
cGAN_LSTMnArchitecture
cVAE_CONV5Architecture
tcGAN_Conv4Architecture
- Simulators
- Data Processing Utils
- Datasets