Enhanced mixup for improved time series analysis

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.