Confused about s(tatic) feature about timegan HOT 3 CLOSED

And

• how to merge batch generated sequences(segmented data)? Simply concatenate may introduce unreasonable temporal dynamics between each adjacent segment pair.

Thanks again.

from timegan.

Thank you for your interest in our paper.

1. Static features

• As you know, static features are defined as the variables whose values do not depend on time. (Time-invariant variables) such as gender, race, etc.
• Unfortunately, in Stock data, there is no static features.
• Therefore, we do not implement the static feature parts in the paper in this GitHub implementation.

2. Stationary vs Static

• I think stationary and static is different.
• Random process can be a stationary process but the static mean in the paper is not about the stationary process.

3. Merging

• In the experiments, we assume that all the data comes from iid distribution.
• So, when we cut the time-series data (Stock data) and mixed (permuted), we already treat them as iid.
• Then, the focus of TimeGAN is to generate those sliced time-series and not the original time-series.
• Therefore, there is no way to merge it.
• If you want to generate the original stock data, I think you need to use different preprocessing procedures.

from timegan.

Thanks for your detailed reply. I'll do stationary transform in preprocessing.
:)

from timegan.