Enhanced mixup for improved time series analysis

(1) Khoa Tho Anh Nguyen Mail (School of Electrical Engineering and Computer Science, Vietnamese–German University, Viet Nam)
(2) Khoa Nguyen Mail (Information and Communication Technology, Chungbuk National University, Korea, Republic of)
(3) Taehong Kim Mail (Information and Communication Technology, Chungbuk National University, Korea, Republic of)
(4) Ngoc Hong Tran Mail (School of Electrical Engineering and Computer Science, Vietnamese–German University, Viet Nam)
(5) * Vinh Dinh Mail (Vietnamese German University, AI VIETNAM, Viet Nam)
*corresponding author

Abstract


Time series data analysis is crucial for real-world applications. While deep learning has advanced in this field, it still faces challenges, such as limited or poor-quality data. In areas like computer vision, data augmentation has been widely used and highly effective in addressing similar issues. However, these techniques are not as commonly explored or applied in the time series domain. This paper addresses the gap by evaluating basic data augmentation techniques using MLP, CNN, and Transformer architectures, prioritized for their alignment with state-of-the-art trends in time series analysis rather than traditional RNN-based methods. The goal is to expand the use of data augmentation in time series analysis. The paper proposed EMixup, which adapts the Mixup method from image processing to time series data. This adaptation involves mixing samples while aiming to maintain the data's temporal structure and integrating target contributions into the loss function. Empirical studies show that EMixup improves the performance of time series models across various architectures (improving 23/24 forecasting cases and 12/24 classification cases). It demonstrates broad applicability and strong results in tasks like forecasting and classification, highlighting its potential utility across diverse time series applications.

Keywords


Time series augmentation; Mixed-sample augmentation; Times series forecasting

   

DOI

https://doi.org/10.26555/ijain.v11i2.1592
      

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