Financial Time Series Data Augmentation with Generative Adversarial Networks and Extended Intertemporal Return Plots

no code implementations • 18 May 2022 • Justin Hellermann, Qinzhuan Qian, Ankit Shah

Data augmentation is a key regularization method to support the forecast and classification performance of highly parameterized models in computer vision.

Data Augmentation Time Series +1

Leveraging Image-based Generative Adversarial Networks for Time Series Generation

no code implementations • 15 Dec 2021 • Justin Hellermann, Stefan Lessmann

To leverage the advances of image-based generative models for the time series domain, we propose a two-dimensional image representation for time series, the Extended Intertemporal Return Plot (XIRP).

Disentanglement Time Series +2