Generation and Simulation of Synthetic Datasets with Copulas

Regis Houssou, Mihai-Cezar Augustin, Efstratios Rappos, Vivien Bonvin, Stephan Robert-Nicoud

Published 2022-03-30Version 1

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.