tsBNgen: A Python Library to Generate Time Series Data from an Arbitrary Dynamic Bayesian Network Structure

Abstract: Synthetic data is widely used in various domains. This is because many modern algorithms require lots of data for efficient training, and data collection and labeling usually are a time-consuming process and are prone to errors. Furthermore, some real-world data, due to its nature, is confidential and cannot be shared. Bayesian networks are a type of probabilistic graphical model widely used to model the uncertainties in real-world processes. Dynamic Bayesian networks are a special class of Bayesian networks that model temporal and time series data. In this paper, we introduce the tsBNgen, a Python library to generate time series and sequential data based on an arbitrary dynamic Bayesian network. The package, documentation, and examples can be downloaded from https://github.com/manitadayon/tsBNgen.