Time Series Data Augmentation
Overview
Time series data augmentation creates additional or varied sequential examples to help models learn when labeled data are scarce, noisy, or unevenly distributed. Approaches range from transformations such as noise, time warping, shifting, and subsequence sampling to GAN, VAE, and diffusion-based generation; some also build augmented views for contrastive learning or self-distillation. Methods are tested across forecasting, classification, anomaly detection, and applications such as clinical signals, finance, and robot demonstrations, with success usually judged by downstream task performance. A central tension is that more varied data can improve robustness but can also distort temporal dynamics or hurt particular architectures, so useful augmentation must preserve relevant structure and be evaluated for its intended model and setting.
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