Extraction of Features for Time Series Classification Using Noise Injection

Time series data often display complex, time-varying patterns, which pose significant challenges for effective classification due to data variability, noise, and imbalance. Traditional time series classification techniques frequently fall short in addressing these issues, leading to reduced generalization performance. Therefore, there is a need for innovative methodologies to enhance data diversity and quality. In this paper, we introduce a method for the extraction of features for time series classification using noise injection to address these challenges. By employing noise injection techniques for data augmentation, we enhance the diversity of the training data. Utilizing digital signal processing (DSP), we extract key frequency features from time series data through sampling, quantization, and Fourier transformation. This process enhances the quality of the training data, thereby maximizing the model's generalization performance. We demonstrate the superiority of our proposed method by comparing it with existing time series classification models. Additionally, we validate the effectiveness of our approach through various experimental results, confirming that data augmentation and DSP techniques are potent tools in time series data classification. Ultimately, this research presents a robust methodology for time series data analysis and classification, with potential applications across a broad spectrum of data analysis problems.