IBMA: An Imputation-Based Mixup Augmentation Using Self-Supervised Learning for Time Series Data

Data augmentation plays a crucial role in enhancing model performance across various AI fields by introducing variability while maintaining the underlying temporal patterns. However, in the context of long sequence time series data, where maintaining temporal consistency is critical, there are fewer augmentation strategies compared to fields such as image or text, with advanced techniques like Mixup rarely being used. In this work, we propose a new approach, Imputation-based Mixup Augmentation (IMA), which combines Imputed-data Augmentation with Mixup Augmentation to bolster model generalization and improve forecasting performance. We evaluate the effectiveness of this method across several forecasting models, including DLinear (MLP), TimesNet (CNN), and iTrainformer (Transformer), these models represent some of the most recent advances in long sequence time series forecasting. Our experiments, conducted on three datasets (ETT -small, Illness, Exchange Rate) from various domains and compared against eight other augmentation techniques, demonstrate that IMA consistently enhances performance, achieving 22 improvements out of 24 instances, with 10 of those being the best performances, particularly with iTrain-former imputation in ETT dataset. The GitHub repository is available at: https://github.com/dangnha/IMA.