2019
DOI: 10.1109/access.2019.2915544
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Probabilistic Forecasting of Sensory Data With Generative Adversarial Networks – ForGAN

Abstract: 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 âȂŞ one step a… Show more

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Cited by 79 publications
(35 citation statements)
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References 77 publications
(69 reference statements)
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“…ForGAN. It utilizes conditional generative adversarial network to learn the data generating distribution and compute probabilistic forecasts [18].…”
Section: Baseline Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…ForGAN. It utilizes conditional generative adversarial network to learn the data generating distribution and compute probabilistic forecasts [18].…”
Section: Baseline Methodsmentioning
confidence: 99%
“…We observe that DESSERT outperforms all the baselines across four evaluation metrics (both correlation-based and error-based). DESSERT achieves 0.67 Pearson's and 31.08 Mean Absolute Percentage Error (MAPE), which is significantly better than the best baseline [18] ( = 0.557, MAPE=43.47). We also present a detailed ablation study of DESSERT.…”
Section: Introductionmentioning
confidence: 96%
“…Based on the result of this paper, the best performance is with a shallow LSTM; however, GAN has an acceptable performance. ForGAN is a model based on a conditional GAN with an LSTM/GRU layer and was proposed by Koochali et al ( 2019 ) as a novel approach for forecasting future values. Another GAN model for time series prediction introduced by Zec et al ( 2019 ).…”
Section: Time Series Prediction Methods For Mitigating Time Delay mentioning
confidence: 99%
“…Although both models used LSTM for the Generator and Discriminator, RCGAN applied conditional GAN for additional information. ForGAN by Koochali (2019) is not a synthetic data generating model, and yet, it still used conditional GAN to forecast some sensor data and network traffic [10]. Zhang (2018) built a CGAN to generate smart grid data, only that it used CNN instead of LSTM for time-series data [11].…”
Section: Related Workmentioning
confidence: 99%