AutoDA-Timeseries: Automated Data Augmentation for Time Series

ICLR 2026 Conference Submission18956 Authors

19 Sept 2025 (modified: 08 Oct 2025)ICLR 2026 Conference SubmissionEveryoneRevisionsBibTeXCC BY 4.0
Keywords: time series analysis; automated data augmentation
TL;DR: We propose AutoDA-Timeseries, the first automated data augmentation framework tailored for time series, which adaptively learns augmentation strategies and consistently improves performance across diverse tasks.
Abstract: Data augmentation is a fundamental technique in deep learning, widely applied in both representation learning and automated data augmentation (AutoDA). In representation learning, augmentations are used to construct contrastive views for learning task-agnostic embeddings, while in AutoDA the augmentations are directly optimized to improve downstream task performance. However, existing paradigms face critical limitations: representation learning relies on a two-stage scheme with limited adaptability, and current AutoDA frameworks are largely designed for image data, rendering them ineffective for capturing time series–specific features. To address these issues, we introduce **AutoDA-Timeseries**, the first general-purpose automated data augmentation framework tailored for time series. AutoDA-Timeseries incorporates time series features into augmentation policy design and adaptively optimizes both augmentation probability and intensity in a single-stage, end-to-end manner. We conduct extensive experiments on five mainstream tasks, including classification, long-term forecasting, short-term forecasting, regression, and anomaly detection, showing that AutoDA-Timeseries consistently outperforms strong baselines across diverse models and datasets.
Supplementary Material: zip
Primary Area: learning on time series and dynamical systems
Submission Number: 18956
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