Evaluating generation of chaotic time series by convolutional generative adversarial networks

التفاصيل البيبلوغرافية
العنوان: Evaluating generation of chaotic time series by convolutional generative adversarial networks
المؤلفون: Tanaka, Yuki, Yamaguti, Yutaka
المصدر: JSIAM Letters, 15 (2023), 117-120
سنة النشر: 2023
المجموعة: Computer Science
Nonlinear Sciences
مصطلحات موضوعية: Computer Science - Machine Learning, Nonlinear Sciences - Chaotic Dynamics
الوصف: To understand the ability and limitations of convolutional neural networks to generate time series that mimic complex temporal signals, we trained a generative adversarial network consisting of deep convolutional networks to generate chaotic time series and used nonlinear time series analysis to evaluate the generated time series. A numerical measure of determinism and the Lyapunov exponent, a measure of trajectory instability, showed that the generated time series well reproduce the chaotic properties of the original time series. However, error distribution analyses showed that large errors appeared at a low but non-negligible rate. Such errors would not be expected if the distribution were assumed to be exponential.
نوع الوثيقة: Working Paper
DOI: 10.14495/jsiaml.15.117
URL الوصول: http://arxiv.org/abs/2305.16729
رقم الأكسشن: edsarx.2305.16729
قاعدة البيانات: arXiv