This study examines the fundamental theory necessary for comprehending Variational Autoencoders (VAEs) and generative latent time-series models. We will also explain how these models extend the principles of VAEs to the domain of time-series data by incorporating temporal dependencies into the latent space. By leveraging the probabilistic nature of VAEs and the temporal dependencies captured by generative latent time-series models—researchers and practitioners can generate synthetic data for various applications, ranging from image generation to time-series forecasting. Through experiments and examples, we showcase the efficacy of these models in generating synthetic data that closely resembles the characteristics of the original dataset.


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    Title :

    Exploring Variational Autoencoders and Generative Latent Time-Series Models for Synthetic Data Generation and Forecasting


    Contributors:


    Publication date :

    2024-08-02


    Size :

    329226 byte




    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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