Cited by 727Time Series Analysis and ForecastingStock Market Forecasting MethodsAnomaly Detection Techniques and Applications

Time Series Data Augmentation for Deep Learning: A Survey

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Wen, Qingsong, Sun, Liang, Yang, Fan, Song, Xiaomin, Gao, Jingkun, Wang, Xue, Xu, Huan·2021·Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence

Abstract

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.

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Cited by

Sorted by citations

Authors
Wen, Q., Sun, L., Yang, F., Song, X., Gao, J., Wang, X., & Xu, H.
Affiliations
  • Alibaba Group (China) (CN)
  • Twitter (United States) (US)
Venue
Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence
Published
2021-08
Pages
4653-4660
OpenAlex
W3008872739
Cited by
727
References
5
Citations by year
2026: 64 · 2025: 139 · 2024: 171 · 2023: 152 · 2022: 117 · 2021: 69 · 2020: 15
FWCI
77.25
Type
conference paper
Language
en
Open access
Locations
  • International Joint Conference on Artificial Intelligence (publishedVersion)
  • arXiv (Cornell University) (submittedVersion)
  • arXiv (Cornell University)
Topics
  • Physical Sciences › Computer Science › Signal Processing › Time Series Analysis and Forecasting
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
  • Physical Sciences › Computer Science › Artificial Intelligence › Anomaly Detection Techniques and Applications
Keywords
time series data augmentation, limited labeled data, time series classification, anomaly detection, time series forecasting, medical time series, AIOps, overfitting

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