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jsyoon0823/TimeGAN

A generative adversarial network for synthesizing realistic time-series data across synthetic and real-world datasets.

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TimeGAN
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TimeGAN implements a framework for generating synthetic time-series data using adversarial training between a generator and discriminator network. The repository includes implementations for multiple dataset types (synthetic sine, stock, and energy data), evaluation metrics including PCA/t-SNE visualization, discriminative scoring via post-hoc classifiers, and predictive metrics. The model architecture supports multiple deep learning modules including GRU, LSTM, and LSTM with layer normalization.

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