Upsampling of compressed financial time-series data using a jointly trained vector quantized variational autoencoder neural network

Abstract

A system and methods for upsampling compressed data using a jointly trained Vector Quantized Variational Autoencoder (VQ-VAE) and neural upsampler. The system compresses input data into a discrete latent space using a VQ-VAE encoder, reconstructs the data using a VQ-VAE decoder, and enhances the reconstructed data using a neural upsampler. The VQ-VAE and neural upsampler are jointly trained using a combined loss function, enabling end-to-end optimization. The system allows for efficient compression and high-quality reconstruction of various data types, including financial time-series, images, audio, video, sensor data, and text. The learned discrete latent space can be explored and manipulated using techniques such as interpolation, extrapolation, and vector arithmetic to generate new or modified data samples. The system finds applications in data storage, transmission, analysis, and generation across multiple domains.