Finding Order in Chaos: A Novel Data Augmentation Method for Time Series in Contrastive Learning

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper Supplemental

Authors

Berken Utku Demirel, Christian Holz

Abstract

The success of contrastive learning is well known to be dependent on data augmentation.Although the degree of data augmentations has been well controlled by utilizing pre-defined techniques in some domains like vision, time-series data augmentation is less explored and remains a challenging problem due to the complexity of the data generation mechanism, such as the intricate mechanism involved in the cardiovascular system.Moreover, there is no widely recognized and general time-series augmentation method that can be applied across different tasks.In this paper, we propose a novel data augmentation method for time-series tasks that aims to connect intra-class samples together, and thereby find order in the latent space.Our method builds upon the well-known data augmentation technique of mixup by incorporating a novel approach that accounts for the non-stationary nature of time-series data.Also, by controlling the degree of chaos created by data augmentation, our method leads to improved feature representations and performance on downstream tasks.We evaluate our proposed method on three time-series tasks, including heart rate estimation, human activity recognition, and cardiovascular disease detection. Extensive experiments against the state-of-the-art methods show that the proposed method outperforms prior works on optimal data generation and known data augmentation techniques in three tasks, reflecting the effectiveness of the presented method. The source code is available at double-blind policy.