So Far Yet So Near: Time Series Data Augmentation with Exploring non-Semantic Boundaries based on Reinforcement Learning

Data augmentation effectively expands feature distribution in time series classification, enhancing downstream task performance. However, existing techniques often fail to maintain semantic consistency between augmented and original time series data, causing label noise and thereby degrading downstream task performance. We argue that data augmentation should preserve time series semantic consistency and expand the non-semantic information space. In this paper, we reformulate data augmentation as a semantic path planning problem between original data and augmented data, modeled as a Markov Decision Process (MDP). We propose a reinforcement learning-based algorithm (RL) named FreqSYN, where the action space is defined by a set of learnable Gaussian kernels that perturbs the frequency domain of the original data to generate augmented samples. The confidence coefficients of augmented data in semantically relevant classification tasks are used as a reward to iteratively refine the FreqSYN. Our method is validated across four datasets, achieving state-of-the-art performance, with a 2% improvement in F1 score over the SimPSI method. The code and models are available at https://github.com/NKU-EmbeddedSystem/FreqSYN.