Multi-objective closed-form algebraic expressions discovery approach application to the synthetic time-series generation

https://doi.org/10.1016/j.procs.2021.10.029Get rights and content
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Abstract

Time-series modeling is a well-studied topic of classical analysis and machine learning. However, large datasets are required to obtain the model with a better prediction quality with the increasing model complexity. Therefore, some applications demand synthetic datasets that are preserving modeling-sensitive properties. Another application of synthetic data is data anonymization. The synthetic data generation algorithm may be split into two parts: the time-series modeling and the synthetic data generation parts. The model must be interpretable to obtain the synthetic data with good quality. The model parameter interpretation allows controlling generation by adding noise to different groups of parameters. In the paper, the evolutionary multi-objective closed-form algebraic expressions discovery approach that allows obtaining the model in the form that may be analyzed using the mathematics is proposed. The analysis allows the interpretation of the model parameters for the controllable generation of the synthetic data. The notion of synthetic data quality is discussed. The examples of the synthetic time-series generation based on two datasets with different properties are shown.

Keywords

model interpretation
evolutionary algorithm
synthetic data
algebraic equation discovery

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