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TimeGAN-TensorFlow

Unofficial implementation of TimeGAN (Yoon et al., NIPS 2019) in TensorFlow 2.

Jinsung Yoon, Daniel Jarrett, Mihaela van der Schaar, "Time-series Generative Adversarial Networks," Neural Information Processing Systems (NeurIPS), 2019

Original Codebase: https://github.com/jsyoon0823/TimeGAN.git

Data Set Reference

Version Notes

The model was implemented and tested using Python==3.11.9. Further, the following modules were utilized (see Requirements File):

keras==3.9.2
matplotlib==3.10.1
numpy==2.1.3
pandas==2.2.3
scikit-learn==1.6.1
tensorflow==2.19.0
tqdm==4.67.1

Results

Stock Data

Visualization

PCA plot TSNE plot