Generation and Simulation of Synthetic Datasets with Copulas

03/30/2022

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by   Régis Houssou, et al.

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This paper proposes a new method to generate synthetic data sets based on copula models. Our goal is to produce surrogate data resembling real data in terms of marginal and joint distributions. We present a complete and reliable algorithm for generating a synthetic data set comprising numeric or categorical variables. Applying our methodology to two datasets shows better performance compared to other methods such as SMOTE and autoencoders.