Molecular dynamics (MD) is a powerful computational method for simulating molecular behavior. Deep neural networks provide a novel method of generating MD data efficiently, but there is no architecture that mitigates the well-known exposure bias accumulated by multi-step generations. In this paper, we propose a multi-step time series generator using a deep neural network based on Wasserstein generative adversarial nets. Instead of sparse real data, our model evolves a latent variable z that is densely distributed in a low-dimensional space. This novel framework successfully mitigates the exposure bias. Moreover, our model can evolve part of the system (Feature extraction) with any time step (Step skip), which accelerates the efficient generation of MD data. The applicability of this model is evaluated through three different systems: harmonic oscillator, bulk water, and polymer melts. The experimental results demonstrate that our model can generate time series of the MD data with sufficient accuracy to calculate the physical and important dynamical statistics.