I think what you need is a high-pressure Micro-Balance. Not a TGA. 

@Lutfi Erden Actually there is a high-pressure Micro-Balance in the HPTGA instrument. I do not know how to obtain the sorption data from the curves.

If you run the experiment at constant temperature and get the pressure vs. weight data at equilibrium (means where your curves flattens). There is your raw adsorption isotherm data. But you need to correct the results for Helium bouyancies. You can do that part by running Helium instead of adsorbate gas and getting Helium base line (assuming there is no adsorption of Helium and all weight loss/gain resulting from the bouyancies) Then you can correct your raw adsorption isotherm data by using those two information. Hope it works. 

@Lutfi Erden Thank you very much! That maks sense. I need to obtain the gas solubility and diffusion coefficient from the experiments. Also, I may use the Flory-Huggins theory for obtaining the results.

We used Rubotherm balances and PC-SAFT for sorption studies, you can check the folowing papers, which cover both amorphous and semi-crystalline polymers including swelling corrections, He evaluation of sample volume, etc.:

http://www.sciencedirect.com/science/article/pii/S0032386111004010

http://www.sciencedirect.com/science/article/pii/S0032386115000518

@Josef Chmelar I will look through your manuscripts. Thank you very much!