Time Series Data Augmentation for Deep Learning: A Survey

By Qingsong Wen, Liang Sun, Xiaomin Song, Jing Gao, Xue Wang, Huan Xu. International Joint Conference on Artificial Intelligence, 2020

844 citations recorded by the source corpus.

Deep learning performs remarkably well on many time series analysis tasks recently. The superior performance of deep neural networks relies heavily on a large number of training data to avoid overfitting. However, the labeled data of many real-world time series applications may be limited such as classification in medical time series and anomaly detection in AIOps. As an effective way to enhance the size and quality of the training data, data augmentation is crucial to the successful application of deep learning models on time series data. In this paper, we systematically review different data augmentation methods for time series. We propose a taxonomy for the reviewed methods, and then provide a structured review for these methods by highlighting their strengths and limitations. We also empirically compare different data augmentation methods for different tasks including time series classification, anomaly detection, and forecasting. Finally, we discuss and highlight five future directions to provide useful research guidance.

Subfields: Artificial Intelligence, Signal Processing

View Paper: https://www.semanticscholar.org/paper/e5cd9e7bd60954a0523cc849ad6c92c0ede2d271

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Junchi Yan
  2. Rohitash Chandra
  3. Azal Ahmad Khan
  4. Omkar Chaudhari
  5. Ziqing Ma
  6. Sandra Gómez-Canaval
  7. Alberto Mozo
  8. Chao Zhang

In Signal Processing

  1. Junchi Yan
  2. Rohitash Chandra
  3. Azal Ahmad Khan
  4. Omkar Chaudhari
  5. Ziqing Ma
  6. Sandra Gómez-Canaval
  7. Alberto Mozo
  8. Seiichi Uchida

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