Generative Adversarial Networks (GANs) have proven to be a powerful tool for generating realistic synthetic data. However, traditional GANs often struggle to capture complex relationships between features which results in generation of unrealistic multivariate time-series data. In this paper, we propose a Graph-Attention-based Generative Adversarial Network (GAT-GAN) that explicitly includes two graph-attention layers, one that learns temporal dependencies while the other captures spatial relationships. Unlike RNN-based GANs that struggle with modeling long sequences of data points, GAT-GAN generates long time-series data of high fidelity using an adversarially trained autoencoder architecture. Our empirical evaluations, using a variety of real-time-series datasets, show that our framework consistently outperforms state-of-the-art benchmarks based on \emph{Frechet Transformer distance} and \emph{Predictive score}, that characterizes (\emph{Fidelity, Diversity}) and \emph{predictive performance} respectively. Moreover, we introduce a Frechet Inception distance-like (FID) metric for time-series data called Frechet Transformer distance (FTD) score (lower is better), to evaluate the quality and variety of generated data. We also found that low FTD scores correspond to the best-performing downstream predictive experiments. Hence, FTD scores can be used as a standardized metric to evaluate synthetic time-series data.

本文提出了一种基于图注意力机制的生成对抗网络（GAT-GAN），使用这种方法可以生成具有高保真度的长时间序列数据，可以通过使用 FTD 评分标准来标准化地评估生成数据的质量和多样性，并且评估结果表明，相比于现有的基于 Frechet Transformer distance 和 Predictive score 的基准模型，GAT-GAN 在多个真实数据集上表现更优。

GAT-GAN：一种基于图注意力机制的时间序列生成对抗网络