Time Series Data Augmentation

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4 papers in the last four weeks, with none the four weeks before. 0.0% of all new papers.

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Latest papers 19

Oct 4, 2026cs.AI

Image Synthesis as an Intermediate for Controllable Time Series Generation

Semantic-driven time-series generation offers a promising way to improve downstream learning in few-shot forecasting, but directly generating numerical sequences from language often fails to preserve the intended temporal structure. We propose VisualBridge, which uses time-series plots as a visual intermediate to bridge high-level temporal semantics and numerical sequences. An MLLM first converts plotted series into structured semantic representations, enabling explicit control over temporal properties such as trend, seasonality, and volatility. We then learn a semantic editing policy with downstream forecasting rewards, allowing the generation process to favor temporal patterns that are beneficial for the target task. The resulting sequences are further modeled by a temporal VAE to produce consistent multivariate augmentations. Experiments on standard public forecasting benchmarks demonstrate that VisualBridge improves few-shot forecasting over conventional augmentation methods, with ablations validating the roles of visual semantic grounding, learned semantic control, and VAE-based generation.

Haochen Yuan, Jing Xie, Yunbo Wang

MoE Key Lab of Artificial Intelligence, Institute of AI, School of Computer Science, Shanghai Jiao Tong University, Shanghai, China

Time Series Forecasting Time Series Generation Time Series Data Augmentation

Sep 30, 2026cs.LG

WinoTS: Wavelet-based Self-Distillation for Time Series Models

Self-supervised pre-training of time series models is currently dominated by next-token prediction and reconstruction objectives. In continuous-valued domains, these paradigms often waste model capacity on high-frequency, point-wise noise at the expense of learning invariant structure. While invariance-based self-distillation has proven highly effective in computer vision, its application to temporal data remains largely underexplored. Effectively adapting such methods to time series requires carefully designed augmentations: spatial operations like cropping can shift the timing of repeating cycles or distort the signal, while basic jittering may provide limited variation. We introduce Wavelet-based self-distillation for time series (WinoTS), an invariance-based pre-training paradigm designed specifically for temporal signals. At its core, WinoTS leverages time-frequency augmentations to construct multi-scale structural views without distorting underlying signal dynamics. Across extensive evaluations, WinoTS outperforms state-of-the-art baselines in long-term forecasting, cross-domain zero-shot transfer, and unsupervised anomaly detection. Notably, linear probing on frozen WinoTS representations frequently surpasses fully supervised models trained from scratch. Systematic ablations demonstrate that WinoTS is a flexible, architecture-agnostic framework yielding gains across time series backbones, and establish that time-frequency transformations provide a principled alternative to vision-style spatial augmentations.

Noam Major, Kathy Razmadze, Yoli Shavit

Bar-Ilan University, Ramat-Gan, Israel

Self-Supervised Time Series Representation Learning Time Series Data Augmentation Self-Distillation

Sep 14, 2026cs.LG

Representing Clinical Conditions on Vital Signs from Healthy Individuals using Latent Modeling

Machine learning can be crucial to help scale complex signal processing applications in scenarios such as healthcare. However, these machine learning models need rich datasets to be trained and there are often cases where it is not possible to access representative datasets. In this paper, we propose a deep generative model based on conditional variational autoencoders with the objective of augmenting the vital signs of healthy individuals in a way that mimics the patterns of a certain clinical condition. More specifically, we use a publicly available ICU (Intensive Care Unit) dataset to train our model and then evaluate it using the vital data that we have collected from healthy individuals. Our results demonstrate that the proposed model can not only learn the underlying dynamics of the ICU data but, more importantly, can reshape our collected data from healthy individuals in a way that is aligned with the vital signs of a certain clinical condition. We propose a distance metric that shows how our model can generate samples that are more aligned with the intended clinical labels when compared to the tested baselines.

Rafael Pina, Varuna De Silva, Mindula Illeperuma

Institute for Digital Technologies Loughborough University London London, United Kingdom

Synthetic Data Augmentation Time Series Generation Time Series Data Augmentation Conditional Generative Modeling

Sep 14, 2026cs.LG

DCRA: Diffusion-Conditioned Representation Alignment for Robust Time-Series Learning

Learning robust representations for time-series signals under noise and distribution shifts remains challenging, especially in clinical applications such as electroencephalogram (EEG) and electrocardiogram (ECG) analysis. We propose Diffusion-Conditioned Representation Alignment (DCRA), a training framework that repurposes the forward diffusion process as a structured corruption scheduler for representation learning. Different from conventional augmentation and consistency-based methods that rely on independently sampled perturbations, DCRA introduces a structured corruption trajectory via the diffusion forward process, which enables continuous and controlled representation evolution across noise levels. We introduce a feature-level consistency objective that aligns representations across noise levels while preserving class-discriminative structure. This mechanism promotes structure-preserving consistency, which enables smooth and semantically coherent feature trajectories in latent space. The proposed framework is encoder-agnostic and can be integrated with state space models and Transformer architectures. The seizure detection experiments on the CHB-MIT EEG dataset show that DCRA consistently improves performance under multiple noise conditions and achieves higher sensitivity at low false-positive rates. Analysis reveals that DCRA produces more balanced and structured representations compared to baseline and diffusion-only models. These findings highlight the benefit of combining structured corruption with representation alignment for robust time-series learning.

Wenrui Xu, Anas Enanaa, Keshab K. Parhi

University of Minnesota, Twin Cities

EEG Seizure Detection Representation Learning Time Series Data Augmentation Invariant Representation Learning Time Series Representation Learning

Jul 25, 2026eess.SP

Not All EEG Moments Are Equal: Position-Adaptive Time Scheduling for EEG Generation

Electroencephalography (EEG) generation is essential for alleviating data scarcity and enabling large scale neural modeling in brain computer interface applications. However, existing flow based approaches assume that every channel and every time segment within a sample shares a single global time progression, overlooking the fact that not all EEG moments are equal. To address this overlooked heterogeneity, we propose an adaptive EEG generation framework built on conditional flow matching. The framework introduces Position-Adaptive Time Scheduling, which tracks per position reconstruction error to modulate a position specific time progress within the flow matching trajectory. It further incorporates Factorized Spatio-Temporal Attention and a frequency aligned multi resolution spectral consistency loss to model inter channel dependencies induced by volume conduction and compensate for the power law spectral bias of EEG, thereby improving the quality of generated signals. Extensive experiments on three EEG datasets with distinct acquisition protocols and task semantics show that our framework consistently outperforms the strongest baseline, reducing TS-FID by up to 62.2% and improving downstream classification accuracy gain by up to 6.77 percentage points. These results suggest that the proposed method represents a promising step toward scalable, high fidelity data augmentation for real world brain computer interface applications.

Boheng Liu, Ziyu Li, Chenghua Duan +2

School of Computer Science and Technology Beijing Institute of Technology Beijing, China

Brain-Computer Interfaces Time Series Generation Time Series Data Augmentation Conditional Generative Modeling

Jun 20, 2026cs.LG

Learning by Shifting: Temporal View Construction for Time Series Contrastive Learning

Supervised learning demands large quantities of labeled data, a bottleneck that is expensive and reliant on domain-specific expertise. Self-supervised learning, particularly contrastive learning, has emerged as a compelling alternative, enabling rich representation learning directly from unlabeled data. Yet its success hinges critically on the design of positive and negative sample pairs. Existing approaches for time series rely on hand-crafted augmentations and masking heuristics that embed strong domain assumptions, often limiting generalization across diverse temporal patterns and potentially introducing spurious correlations. In this work, we challenge this paradigm by demonstrating that explicitly encoding temporal shift invariance through a simple, deterministic view construction is sufficient to learn strong representations for time series classification. By exploiting temporal structure, our method, Shift Invariant Feature Training (ShiFT), achieves state-of-the-art performance on six diverse real-world time series benchmark datasets, as well as the UCR and UEA archives, while reducing training time. Beyond empirical performance, we present a systematic analysis of contrastive learning dynamics in time series settings, examining the effects of batch size and the number of negatives on downstream performance. Our findings provide practical insights for designing efficient contrastive learning frameworks for time series representation learning. The source code is publicly available at https://github.com/sfi-norwai/ShiFT.

Abdul-Kazeem Shamba, Kerstin Bach, Gavin Taylor

Norwegian University of Science and Technology, Norway · United States Naval Academy, USA

Contrastive Learning Time Series Classification Self-Supervised Time Series Representation Learning Time Series Data Augmentation Invariant Representation Learning

Jun 14, 2026cs.LG

Robust Transformer-Based One-Step Stock Index Forecasting via Shifted Data Augmentation

Transformers have shown remarkable success in sequence modeling, yet their direct application to financial time series remains challenging due to noisy signals, short-memory dynamics, and distributional shifts. This paper proposes a modified Transformer architecture for one-step stock index forecasting, combined with advanced learning-rate scheduling and a novel Shifted Data Augmentation (SDA) technique. We evaluate the proposed framework on two benchmark stock index datasets, VN30 and S&P 500. Experimental results demonstrate that cosine annealing with warmup consistently improves forecasting accuracy over the generalized inverse-power scheduler. Furthermore, SDA substantially reduces forecasting errors and run-to-run variability while improving robustness to hyperparameter selection. The combination of cosine annealing scheduling and SDA achieved the best performance on both datasets, indicating that data augmentation can play a more important role than increasing model complexity in Transformer-based financial forecasting. These findings provide a practical and computationally efficient approach for robust stock index forecasting in noisy financial environments.

Tien Thanh Thach

Faculty of Mathematics and Statistics, Ton Duc Thang University, Ho Chi Minh City, Vietnam

Time Series Forecasting Time Series Data Augmentation Time Series Transformers

Jun 9, 2026cs.LG

A Systematic Approach for Selecting Trajectories for Data Augmentation

Trajectory data augmentation is a promising approach to mitigate data scarcity in machine learning applications, but its utility has been limited by the complexity of preserving spatio-temporal coherence. Although prior work demonstrated the viability of geometric perturbation, it relied on naive random selection, leaving a critical gap in understanding which trajectories should be augmented for maximal benefit. This thesis addresses this gap by developing a systematic and scalable framework to evaluate five systematic selection strategies: Outlierness, Diversity, Representativeness, Uncertainty, and Random selection. These strategies were rigorously tested across four datasets covering animal behavior (Foxes and Starkey), maritime traffic (AIS), and urban traffic (Car) using a suite of linear and non-linear machine learning models. As part of this evaluation, an Optuna-based hyperparameter optimization loop was integrated to empirically identify the best-performing augmentation parameters for each dataset within the explored search space. The results indicate that, while systematic selection is not a universal solution, it offers distinct advantages over the random baseline. Systematic strategies, particularly Outlierness and Uncertainty, demonstrated higher stability and were less prone to performance degradation observed with random sampling in dense datasets. However, the findings also reveal that the value of augmentation is strictly conditional. Visual analysis via UMAP demonstrates that while systematic augmentation successfully repairs topological fragmentation in sparse datasets, it can act as a corrupting noise signal in high-quality, dense datasets. Furthermore, the study identified physical limitations in high-velocity domains, where standard perturbation techniques lead to divergence in feature space...

Adam Nordling

Synthetic Data Augmentation Data Augmentation Training Data Selection Time Series Data Augmentation

Jun 9, 2026cs.LG

UPLOTS: A Unified Pretrained Language Model for Constrained Time-series Generation

In time-series generation, existing approaches typically handcraft ortrain a separate model for each dataset, which hinders their scalability and fails to leverage shared temporal structures across domains. To address this fragmentation, we propose UPLOTS, a Unified, Prompt-guided Language model framework fOr constrained Time-Series Generation across diverse domains. Instead of building task-specific models, UPLOTS leverages a single pre-trained transformer backbone guided by learned constraint prompts, enabling on-demand generation with precise pattern control. One key innovation is our dynamic multi-dataset loss re-weighting and prompt-to-pattern mapping, which allows UPLOTS to internalize diverse temporal structures during training and conditionally generate them at inference. We evaluate UPLOTS on four real-world benchmarks and multiple constraint settings, including peak-period, calendar, load-level, and volatility patterns. Additional held-out constraint-combination and downstream forecasting experiments further demonstrate that UPLOTS generalizes beyond the original peak-pattern setting and improves data augmentation under scarce real-data regimes. Our code and baselines are available at github repo: https://github.com/cruiseresearchgroup/UPLOTS.

Du Yin, Hao Xue, Jinliang Deng +4

University of New South Wales Sydney, NSW, Australia · HKUST(GZ) China · BUAA Beijing, China

Constrained Generative Modeling Time Series Generation Time Series Data Augmentation Conditional Generative Modeling Time-Series Foundation Models

Jun 9, 2026cs.LG

A Comprehensive Inference-Time Augmentation Framework in Physiological Signals: Application to PPG-Based AF Detection

Objective: Accurate classification of physiological signals in real-world deployments is challenged by sensor noise, motion artifacts, and distribution shifts between training and deployment data. Inference-time augmentation (ITA), which applies augmentations during inference rather than retraining, offers a simple, model-agnostic mechanism to improve robustness. However, ITA application to physiological signals has remained narrow in scope, relying on limited augmentation methods with fixed, unoptimized parameters. This work proposes a unified ITA framework to address that gap. Approach: The framework incorporates 13 augmentation methods spanning time-domain, amplitude-domain, frequency-domain, and artifact-injection transformations, with hyperparameters optimized via Bayesian optimization. We evaluate on atrial fibrillation (AF) detection from 30-second PPG signals using GPT-PPG and ResNet across five datasets comprising more than 400 patients and

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9,800 hours of recording. Main results: Standard ITA consistently improved AUROC (up to 8.5% for GPT-PPG and 0.7% for ResNet) and AUPRC (up to 10.6% for GPT-PPG and 0.8% for ResNet). Selective ITA further reduced average FPR by up to 4.4% (GPT-PPG) and 1.3% (ResNet) on non-AF datasets. Significance: These findings establish ITA as a practical, model-agnostic approach for improving PPG-based AF classification reliability in deployment settings where retraining is not feasible, with broader applicability to physiological signal analysis.

Davood Fattahi, Runze Yan, Saurabh Kataria +2

Nell Hodgson Woodruff School of Nursing, Emory University, Atlanta, GA, USA · Department of Computer Science, Emory University, Atlanta, GA, USA · Wallace H. Coulter Department of Biomedical Engineering, Georgia Institute of Technology, Atlanta, GA, USA +1

Time Series Data Augmentation Photoplethysmography

May 26, 2026cs.LG

TriHead-GAN: A Generative Adversarial Network with Triple-Head Discriminator for Carbon Emission Time Series Generation

Accurate carbon emission monitoring is critical for climate policy and emerging regulatory mechanisms such as the EU Carbon Border Adjustment Mechanism, yet city-level high-frequency monitoring data remain extremely scarce, severely limiting data-hungry deep learning models. Time series generation is a natural remedy, but existing GAN and diffusion-based generators often provide limited explicit supervision for the domain structure of carbon emission data: they may match marginal distributional statistics while insufficiently preserving cross-variable correlations between CO

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and co-emitted pollutants and meteorological factors, and tend to collapse the first-difference statistics of atmospheric measurements, producing sequences that are smooth on average but lack the realistic step-wise variability of the underlying signals. We propose TriHead-GAN, a Transformer-based adversarial framework whose triple-head discriminator jointly supervises three complementary aspects of the joint distribution: distributional authenticity via a Wasserstein critic, cross-variable dependency via leakage-free regression of the target variable, and step-wise temporal smoothness via adjacent-difference prediction. The generator combines global self-attention with local temporal convolution, per-step noise injection, and an anti-smoothing loss that matches first-difference statistics. Experiments on the self-collected Changsha Carbon dataset, two public carbon datasets (China, US), and the ETTh1 benchmark show that TriHead-GAN achieves favorable performance over mainstream baselines on the vast majority of settings, and that the resulting synthetic windows improve downstream forecasting accuracy in low-resource carbon monitoring scenarios.

Zesen Wang, Lijuan Lan, Yonggang Li +1

School of Automation, Central South University, Changsha, China

Time Series Generation Time Series Data Augmentation Generative Adversarial Networks

May 22, 2026cs.CV

fMRI-Diffusion: Generating fMRI Time Series Via a Temporal Transformer Diffusion Model for Major Depressive Disorder Diagnosis

Diagnosing Major Depressive Disorder (MDD) from functional magnetic resonance imaging (fMRI) using functional connectivity (FC) analysis requires large amounts of labeled data that are scarce in clinical settings. Existing augmentation methods synthesize FC matrices, which compress fMRI recordings into static pairwise summaries and discard temporal information. We propose fMRI-Diffusion, a framework that synthesizes region-of-interest (ROI)-level fMRI time series rather than FC matrices. A Temporal Transformer serves as the denoising network within a denoising diffusion probabilistic model, treating each time point as a token to capture temporal dependencies through self-attention. A supervised pretraining strategy initializes the Transformer with task-relevant representations before diffusion training, and FC matrices are derived from the synthesized time series for classification. Experiments on the REST-meta-MDD dataset show that augmenting training data with synthetic time series consistently improves diagnostic accuracy across ten classifiers, six parcellation atlases, and three acquisition sites. The method outperforms five recent FC-based synthesis approaches, with accuracy gains of up to 3.7 percentage points over the strongest baseline. Ablation studies confirm the contributions of both the Transformer-based denoiser and the pretraining strategy. Distributional fidelity metrics remain below 0.06 across all conditions, indicating close agreement between real and synthetic distributions. These findings suggest that synthesizing fMRI time series before FC computation preserves temporal information lost in matrix-level augmentation and provides a practical strategy for MDD diagnosis under limited data.

Muhammad Asif Hasan, Yanming Zhu, Xuefei Yin +1

aSchool of Information and Communication Technology, Griffith University, Gold Coast, QLD, 4215, Australia

Depression Detection Time Series Generation Time Series Data Augmentation Diffusion Models

May 18, 2026cs.LG

DAD4TS: Data-Augmentation-Oriented Diffusion Model for Time-Series Forecasting with Small-Scale Data

Small-scale data is a critical problem in time-series forecasting tasks. Data augmentation is an effective strategy for this task, but it has a limitation in generating meaningful data. To address this limitation, we propose DAD4TS, a diffusion-model-based data augmentation method with reinforcement learning, designed for time-series forecasting with small-scale data. In DAD4TS, a data generator is simultaneously trained with a time-series model and controlled by a reinforcement learning model to efficiently generate samples that improve the forecast accuracy of the time-series model. To support small-scale data, we use mathematical methods instead of conventional VAE methods to train the diffusion model by projecting the time-series data into the geometric space. We validated the effectiveness of DAD4TS with seven comparative methods through qualitative and quantitative experiments on six real-world datasets and eight time-series models. As a result, DAD4TS was validated on five datasets.

Masahiro Suzuki, Bohui Xia, Hiroto Yamamoto +1

Sony Group Corporation Tokyo, Japan

Time Series Forecasting Time Series Data Augmentation Diffusion Models

May 7, 2026cs.LG

Does Synthetic Data Help? Empirical Evidence from Deep Learning Time Series Forecasters

Synthetic data has transformed language model training, yet its role in time series forecasting remains poorly understood. We present a large-scale empirical study: nine experiment groups, 4,218 runs systematically evaluating synthetic time series augmentation across five architectures, four synthetic signals and seven datasets. The effect is sharply architecture-conditional: channel-mixing models (TimesNet, iTransformer) benefit in the majority of trials, while channel-independent models (DLinear, PatchTST) are consistently degraded. In selected low-resource settings the gains are striking: TimesNet trained on only 10% of Weather data with synthetic augmentation surpasses the full-data baseline (4 of 16 sparsity-dataset combinations). Averaged across all architectures, augmentation hurts in 67% of trials. We further find that only the Seasonal-Trend generator reliably helps across the tested benchmarks, and that hard curriculum switching is actively harmful (+24% MSE degradation). These results provide concrete, actionable guidelines on how to use synthetic data: use synthetic augmentation with channel-mixing architectures, use gradual annealing schedules, and treat low-resource augmentation as architecture- and dataset-dependent. Code is available at \href{https://github.com/hugoiscracked/synthetic-ts/tree/main}

Hugo Cazaux, Eyjólfur Ingi Ásgeirsson, Hlynur Stefánsson

Department of Engineering Reykjavík University Iceland, Menntavegur 1, 102

Synthetic Data Augmentation Synthetic Data Generation Time Series Forecasting Time Series Data Augmentation Synthetic Data Evaluation

Apr 29, 2026cs.LG

Preserving Temporal Dynamics in Time Series Generation

Time-series data augmentation plays a crucial role in regression-oriented forecasting tasks, where limited data restricts the performance of deep learning models. While Generative Adversarial Networks (GANs) have shown promise in synthetic time-series generation, existing approaches primarily focus on matching marginal data distributions and often overlook the temporal dynamics that naturally exist in the original multivariate time series. When generating multivariate time series, this mismatch leads to distribution shift and temporal drift, thereby degrading the fidelity of the synthetic sequences. In this work, we propose a model-agnostic Markov Chain Monte Carlo (MCMC)-based framework to mitigate distribution shift and preserve temporal dynamics in synthetic time series. We provide a theoretical analysis of how conditional generative models accumulate deviations under sequential generation and demonstrate that the MCMC algorithm can correct these discrepancies by enforcing consistency with empirical transition statistics between neighboring time points. Extensive experiments on the Lorenz, Licor, ETTh, and ILI datasets using RCGAN, GCWGAN, TimeGAN, SigCWGAN, and AECGAN demonstrate that the proposed MCMC framework consistently improves autocorrelation alignment, skewness error, kurtosis error, R

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, discriminative score, and predictive score. These results suggest that synthetic time series consistent with the original data require explicit preservation of transition laws rather than solely relying on adversarial distribution matching, thereby offering a principled direction for improving generative modeling of time-series data.

Ci Lin, Futong Li, Tet Yeap +1

Time Series Generation Time Series Data Augmentation Conditional Generative Modeling Sequence Modeling

Apr 22, 2026cs.LG

IGADA-IoT: IoT Sensor Energy Optimization in Wireless Sensor Networks Driven by Automatic Data Augmentation

In wireless sensor networks (WSNs), data augmentation is a novel method to improve sampling-frequency decision performance, thereby enabling energy optimization for IoT (Internet of Things) sensors. However, existing methods rely on a single generator and empirically determined quantities, failing to establish a mapping between dynamic information gaps and multiple generators, and overlooking the heterogeneity of generated samples. Moreover, an evaluation and a closed-loop method that jointly considers the information gap and the model performance are lacking. To address these issues, we propose an information gap-guided IoT sensor automatic data augmentation framework (IGADA-IoT) with hierarchical multi-generator collaboration and scheduling over multiple rounds. Capabilities of different generators are jointly utilized to reduce the information gaps. In the IGADA-IoT, a hierarchical multi-generator collaboration and scheduling strategy (HMGCS) is proposed to enhance the targetedness and rationality of generated sample allocation. An information gap-model performance joint evaluation and closed-loop method (IGMP-EC) is proposed to enhance the accuracy of augmentation decisions, and to mitigate the risks of under-augmentation and over-augmentation. Experimental results show that the IGADA-IoT improves the average accuracy of multiple downstream models by 7.27%. Compared with advanced data augmentation methods, the average accuracy is improved by 8.67%. Compared with the individual generators, the average accuracy is improved by 7.24%. Furthermore, public IoT sensor datasets from the UCR Archive and real-world deployments demonstrate the accuracy and generalizability of the proposed method.

Mingchun Sun, Rongqiang Zhao, Muhammad Abdul Munnaf +1

Faculty of Computing, Harbin Institute of Technology, Harbin 150001, China · State Key Laboratory of Smart Farm Technologies and Systems, Harbin 150001, China · Agricultural Biosystems Engineering, Wageningen University and Research, Wageningen 6703 CH, Netherlands

Synthetic Data Augmentation Data Augmentation Internet of Things Time Series Data Augmentation

Apr 16, 2026cs.LG

CSRA: Controlled Spectral Residual Augmentation for Robust Sepsis Prediction

Accurate prediction of future risk and disease progression in sepsis is clinically important for early warning and timely intervention in intensive care. However, short-window sepsis prediction remains challenging, because shorter observation windows provide limited historical evidence, whereas longer prediction horizons reduce the number of patient trajectories with valid future supervision. To address this problem, we propose CSRA, a Controlled Spectral Residual Augmentation framework for short-window multi-system ICU time series. CSRA first groups variables by clinical systems and extracts system-level and global representations. It then performs input-adaptive residual perturbation in the spectral domain to generate structured and clinically plausible trajectory variations. To improve augmentation stability and controllability, CSRA is trained end-to-end with the downstream predictor under a unified objective, together with anchor consistency loss and controller regularization. Experiments on a MIMIC-IV sepsis cohort across multiple downstream models show that CSRA is consistently competitive and often superior, reducing regression error by 10.2% in MSE and 3.7% in MAE over the non-augmentation baseline, while also yielding consistent gains on classification. CSRA further maintains more favorable performance under shorter observation windows, longer prediction horizons, and smaller training data scales, while also remaining effective on an external clinical dataset~(ZiGongICUinfection), indicating stronger robustness and generalizability in clinically constrained settings.

Honglin Guo, Rihao Chang, He Jiao +3

Tianjin University, Tianjin 300072, China · Department of Emergency Medicine, Sir Run Run Shaw Hospital, Zhejiang University School of Medicine, Hangzhou 310016, China · Tianjin Medical University General Hospital, Tianjin 300052, China

Clinical Prediction Time Series Data Augmentation Clinical Risk Prediction

Apr 10, 2026cs.LG

Sliding-Window Reordering with Overlap Averaging: A Simple Time-Domain Augmentation for Multivariate Forecasting

Augmentation has become a central technique for improving deep forecasting models, but classification-style transformations tend to break the coherence between the look-back window and its continuous future target. We describe a simple procedure that unfolds the joint input-target sequence into overlapping sliding windows, randomly reorders a controlled fraction of them-prioritized by a lightweight variance criterion-and reconstructs the sequence by averaging across the overlaps, producing synthetic samples with controlled variation while limiting temporal distortion. The procedure is model-agnostic, introduces only three interpretable hyperparameters, and achieves strong improvements over a comprehensive set of competing augmentations across nine long-term forecasting benchmarks with five backbone families (TSMixer, DLinear, PatchTST, TiDE, LightTS) and four short-term traffic benchmarks with PatchTST. Component-wise ablations, hyperparameter sensitivity studies, distributional-alignment diagnostics, probabilistic forecasting evaluation, and a transfer experiment to univariate and multivariate time series classification clarify the contribution of each design choice.

Jafar Bakhshaliyev, Johannes Burchert, Niels Landwehr +1

Data Science Group University of Hildesheim Hildesheim, Germany · Information Systems and Machine Learning Lab (ISMLL) University of Hildesheim Hildesheim, Germany

Multivariate Time Series Forecasting Long-Term Time Series Forecasting Time Series Data Augmentation

Jul 31, 2025cs.LG

L-GTA: Latent Generative Modeling for Time Series Augmentation

Data augmentation is becoming increasingly important across various areas of time series analysis, including forecasting, classification, and anomaly detection. We introduce the Latent Generative Temporal Augmentation (L-GTA) model, a generative approach based on a Variational Autoencoder with a Bi-LSTM backbone and temporal self-attention. The model learns a latent representation for each timestep and applies controlled perturbations such as jittering, magnitude warping, or drift. We define an equivariance objective to further encourage consistency between latent space and data space transformations. As a result, the augmented samples show predictable and interpretable transformation signatures. We evaluate L-GTA on several real-world datasets against SOTA generative methods, including TimeGAN, TimeVAE, and Diffusion-TS, as well as direct transformation approaches. Across experiments on downstream forecasting, distribution fidelity, and controllability of transformation intensity, L-GTA consistently outperforms competing approaches. In downstream forecasting, it reduces prediction error by up to 26% compared to the strongest generative method and 27% relative to using the original data without augmentation.

Luis Roque, Vitor Cerqueira, Carlos Soares +1

Faculdade de Engenharia da Universidade do Porto, Porto, Portugal · University of Coimbra, Coimbra, Portugal · Fraunhofer Portugal AICOS, Portugal +1

Variational Autoencoders Synthetic Data Augmentation Representation Learning Time Series Data Augmentation Equivariant Representation Learning